All Stories

  1. A network autoregressive model with GARCH effects and its applications

    Article • PLoS ONE, July 2021, PLOS

    Dr Shih-Feng Huang

  2. Stock market trend prediction using a functional time series approach

    Article • Quantitative Finance, August 2019, Taylor & Francis

    Dr Shih-Feng Huang

  3. A Linearization of the Portfolio Optimization Problem with General Risk Measures Under Multivariate Conditional Heteroskedastic Models

    Article • Asia-Pacific Journal of Financial Studies, June 2018, Wiley

    Dr Shih-Feng Huang

  4. Hedging Barrier Options in GARCH Models with Transaction Costs

    Article • Australian & New Zealand Journal of Statistics, June 2015, Wiley

    Dr Shih-Feng Huang