Hing Hung

Publication Activity (10 Years)

Years Active: 2006-2009
Publications (10 Years): 0

Publications

Carl Chiarella, Hing Hung, Thuy-Duong Tô
The volatility structure of the fixed income market under the HJM framework: A nonlinear filtering approach. Comput. Stat. Data Anal. 53 (6) (2009)
Ramaprasad Bhar, Carl Chiarella, Hing Hung, Wolfgang J. Runggaldier
The volatility of the instantaneous spot interest rate implied by arbitrage pricing - A dynamic Bayesian approach. Autom. 42 (8) (2006)