Concepedia

Chun‐Sung Huang

CH

6

Publications

85

Citations

6

H-Index

2013

Active since

Affiliations

University of Cape Town(Current)

University of KwaZulu-Natal

University of Essex

Chun‐Sung Huang is an author at University of Cape Town specializing in business, asset pricing, and finance.

Top concepts

BusinessFinanceStatisticsAsset PricingEconomicsManagementRisk ManagementEmpirical FinanceExtreme Value TheoryTail Risk

Publications per year

2013–2021

6

Publications

6

Extreme Risk, Value-At-Risk And Expected Shortfall In The Gold Market

Knowledge Chinhamu, Chun‐Kai Huang, Chun‐Sung Huang et al. · International Business & Economics Research Journal (IBER) · 2014 · 20 citations · Full text

Empirical Finance, Economics, Asset Pricing +15

Generalized Hyperbolic Distributions And Value-At-Risk Estimation For The South African Mining Index

Chun‐Kai Huang, Knowledge Chinhamu, Chun‐Sung Huang et al. · International Business & Economics Research Journal (IBER) · 2014 · 20 citations · Full text

Volatility Modeling, Engineering, Rare Event Estimation +19

Efficient pricing of discrete arithmetic Asian options under mean reversion and jumps based on Fourier-cosine expansions

Chun‐Sung Huang, John G. O’Hara, Sure Mataramvura · Journal of Computational and Applied Mathematics · 2016 · 13 citations

Option Pricing, Asset Pricing, Mean Reversion +7

Empirical Analyses of Extreme Value Models for the <scp>S</scp>outh <scp>A</scp>frican <scp>M</scp>ining <scp>I</scp>ndex

Knowledge Chinhamu, Chun‐Kai Huang, Chun‐Sung Huang et al. · South African Journal of Economics · 2014 · 11 citations

Empirical Finance, Financial Economics, Empirical Analyses +14

The Performance Of Linear Versus Non-Linear Models In Forecasting Returns On The Johannesburg Stock Exchange

Michael Van Gysen, Chun‐Sung Huang, Ryan G. Kruger · International Business & Economics Research Journal (IBER) · 2013 · 11 citations · Full text

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