Concepedia
Statistics
Publications
8
Citations
358
H-Index
Active since
1999
Affiliations
National Chung Hsing University(Current)
University of Manchester
National Taipei University
Providence University
National Dong Hwa University
Yueh‐Neng Lin is an author at National Chung Hsing University specializing in business, financial economics, and finance.
Publications per year
1999–2015
Pricing VIX futures: Evidence from integrated physical and risk‐neutral probability measures
Yueh‐Neng Lin · Journal of Futures Markets · 2007 · 123 citations
Business, Economics, Finance +17
VIX option pricing
Yueh‐Neng Lin, Chien‐Hung Chang · Journal of Futures Markets · 2009 · 65 citations
Business, Finance, Financial Economics +11
Consistent modeling of S&P 500 and VIX derivatives
Yueh‐Neng Lin, Chien-Hung Chang · Journal of Economic Dynamics and Control · 2010 · 57 citations
Business, Economics, Derivatives +4
Herding of institutional investors and margin traders on extreme market movements
Anchor Y. Lin, Yueh‐Neng Lin · International Review of Economics & Finance · 2014 · 32 citations
Business, Economics, Finance +13
VIX option pricing and CBOE VIX Term Structure: A new methodology for volatility derivatives valuation
Yueh‐Neng Lin · Journal of Banking & Finance · 2013 · 31 citations
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