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Yueh‐Neng Lin

Pricing VIX futures: Evidence from integrated physical and risk‐neutral probability measures
2007 · Yueh‐Neng Lin · Journal of Futures Markets · 114
VIX option pricing
2009 · Yueh‐Neng Lin, Chien‐Hung Chang · Journal of Futures Markets · 56
Consistent modeling of S&P 500 and VIX derivatives
2010 · Yueh-Neng Lin, Chien-Hung Chang · Journal of Economic Dynamics and Control · 51
Herding of institutional investors and margin traders on extreme market movements
2014 · Anchor Y. Lin, Yueh-Neng Lin · International Review of Economics & Finance · 33
VIX option pricing and CBOE VIX Term Structure: A new methodology for volatility derivatives valuation
2013 · Yueh-Neng Lin · Journal of Banking & Finance · 30
Pricing FTSE 100 index options under stochastic volatility
2001 · Yueh-Neng Lin, Norman Strong, et al. · Journal of Futures Markets · 27
Using VIX futures to hedge forward implied volatility risk
2015 · Yueh-Neng Lin, Anchor Y. Lin · International Review of Economics & Finance · 12
VIX Option Pricing and CBOE VIX Term Structure: A New Methodology for Volatility Derivatives Valuation
2010 · Yueh-Neng Lin · SSRN Electronic Journal · 7
Market similarity and cross-border investment performance
2020 · Anchor Y. Lin, Yueh-Neng Lin · Finance research letters · 2
Volatility risk premium decomposition of LIFFE equity options
2012 · Bing-Huei Lin, Yueh-Neng Lin, et al. · International Review of Economics & Finance · 2
Rejoinder to a remark on Lin and Chang's paper ‘Consistent modeling of S&P 500 and VIX derivatives’
2012 · Yueh-Neng Lin, Chien-Hung Chang · Journal of Economic Dynamics and Control · 2
Overnight returns following large price movements
2024 · Anchor Y. Lin, Hung-Yi Lin, et al. · Finance research letters · 1
Detecting Jump Activities on Ultra-High Frequency VIX: Pricing VIX Futures and Market Timing Hedge Funds
2012 · Choo Yong Goh, Yueh‐Neng Lin · Singapore Management University Institutional Knowledge (InK) (Singapore Management University) · 1
Nature of VIX Jumps on Market Timing of Hedge Funds
2011 · Yueh-Neng Lin, Jeremy Goh · SSRN Electronic Journal · 1
Vix Option Pricing and Cboe Vix Term Structure: A New Methodology for Volatility Derivatives Valuation
2009 · Yueh-Neng Lin · SSRN Electronic Journal · 1
Empirical performance of multifactor term structure models for pricing and hedging Eurodollar futures options
2008 · I‐Doun Kuo, Yueh‐Neng Lin · Review of Financial Economics · 1
Trading on record-breaking monthly revenue announcements
2026 · Chun-Chuan Lai, Wei-Hsuan Tsai, et al. · Finance research letters
ESG migration: Evidence from the Taiwan stock market
2026 · Hui-Chieh Chen, Yueh-Neng Lin · Review of Quantitative Finance and Accounting
Volatility Derivatives and Downside Risk
2016 · Yueh-Neng Lin · SSRN Electronic Journal
The Effective and Cost-Efficient Use of CBOE Volatility Instruments in an Equity Portfolio
2011 · Yueh-Neng Lin · SSRN Electronic Journal
The link between intraday signals and call warrant mispricing
2010 · Yueh-Neng Lin, Shih-Kuo Yeh, et al. · Service Industries Journal
Implementing the Implied Volatility Tree for S&P 500 Options: Evidence from the Kernel-Regression Volatility Surface with an Algorithm for Dealing with Bad Transition Probabilities
2009 · Yueh‐Neng Lin · Zhōngguó cáiwù xuékān
Evidence on inefficiency of the Euribor option market
2009 · I.-Doun Kuo, Yueh-Neng Lin · Applied Financial Economics
Hedging Effectiveness of Vix Futures
2009 · Anchor Y. Lin, Yueh-Neng Lin · SSRN Electronic Journal
What are VIX Options Got to Do with S&P 500 Stylized Features
2009 · Yueh-Neng Lin, CHIEN-HUNG CHANG · SSRN Electronic Journal
Works count: 34
Citation count: 341
H-index: 7
I10-index: 7
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