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The impact of liquidity on portfolio value-at-risk forecasts
Hung, Jui-Cheng
;
Su, Jung-bin
;
Chang, Matthew C.
;
Wang, …
- In:
Applied economics
52
(
2020
)
3
,
pp. 242-259
Persistent link: https://www.econbiz.de/10012197387
Saved in:
2
Jump risk of presidential election : evidence from Taiwan stock and foreign exchange markets
Hung, Jui-cheng
;
Jiang, Shi-jie
;
Chiu, Chien-liang
- In:
Applied economics
39
(
2007
)
16/18
,
pp. 2231-2240
Persistent link: https://www.econbiz.de/10003589802
Saved in:
3
Hedging for multi-period downside risk in the presence of jump dynamics and conditional heteroskedasticity
Lee, Ming-chih
;
Hung, Jui-cheng
- In:
Applied economics
39
(
2007
)
16/18
,
pp. 2403-2412
Persistent link: https://www.econbiz.de/10003590359
Saved in:
4
Evaluating and improving GARCH-based volatility forecasts with range-based estimators
Hung, Jui-cheng
;
Lou, Tien-wei
;
Wang, Yi-hsien
;
Lee, Jun-de
- In:
Applied economics
45
(
2013
)
28/30
,
pp. 4041-4049
Persistent link: https://www.econbiz.de/10010345765
Saved in:
5
Hedging for multi-period downside risk in the presence of jump dynamics and conditional heteroskedasticity
Lee, Ming-Chih
;
Hung, Jui-Cheng
- In:
Applied economics
39
(
2007
)
16-18
,
pp. 2403
Persistent link: https://www.econbiz.de/10007877507
Saved in:
6
Jump risk of Presidential election: evidence from Taiwan stock and foreign exchange markets
Hung, Jui-Cheng
;
Jiang, Shi-Jie
;
Chiu, Chien-Liang
- In:
Applied economics
39
(
2007
)
16-18
,
pp. 2231-2240
Persistent link: https://www.econbiz.de/10007877520
Saved in:
7
Jump risk of Presidential election: evidence from Taiwan stock and foreign exchange markets
Hung, Jui-Cheng
;
Jiang, Shi-Jie
;
Chiu, Chien-Liang
- In:
Applied economics
39
(
2007
)
17
,
pp. 2231-2240
Persistent link: https://www.econbiz.de/10007793432
Saved in:
8
Hedging for multi-period downside risk in the presence of jump dynamics and conditional heteroskedasticity
Lee, Ming-Chih
;
Hung, Jui-Cheng
- In:
Applied economics
39
(
2007
)
18
,
pp. 2403
Persistent link: https://www.econbiz.de/10007797731
Saved in:
9
Evaluating and improving GARCH-based volatility forecasts with range-based estimators
Hung, Jui-Cheng
;
Lou, Tien-Wei
;
Wang, Yi-Hsien
;
Lee, Jun-De
- In:
Applied economics
45
(
2013
)
28
,
pp. 4041-4049
Persistent link: https://www.econbiz.de/10010056539
Saved in:
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