Hing Hung

According to our database, Hing Hung authored at least 2 papers between 2006 and 2009.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of five.

2009

The volatility structure of the fixed income market under the HJM framework: A nonlinear filtering approach.

Carl Chiarella, Hing Hung, Thuy-Duong Tô

Comput. Stat. Data Anal., 2009

2006

The volatility of the instantaneous spot interest rate implied by arbitrage pricing - A dynamic Bayesian approach.

Ramaprasad Bhar, Carl Chiarella, Hing Hung, Wolfgang J. Runggaldier

Autom., 2006