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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
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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
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Estimation of value-at-risk under jump dynamics and asymmetric information
Chiu, Chien-liang; Lee, Ming-chih; Hung, Jui-cheng - In: Applied financial economics 15 (2005) 15, pp. 1095-1106
Persistent link: https://www.econbiz.de/10003213436
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Estimation of value-at-risk for energy commodities via fat-tailed GARCH models
Hung, Jui-cheng; Lee, Ming-chih; Liu, Hung-Chun - In: Energy economics 30 (2008) 3, pp. 1173-1191
Persistent link: https://www.econbiz.de/10003744851
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Information content of political instability on Thai service industry
Lin, Cheng-Shian; Sajjasakulrat, Piyapha; Wang, Yi-Hsien; … - In: The empirical economics letters : a monthly … 15 (2016) 7, pp. 649-655
Persistent link: https://www.econbiz.de/10011655788
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Trading activity and price discovery in Bitcoin futures markets
Hung, Jui-Cheng; Liu, Hung-Chun; Yang, J. Jimmy - In: Journal of empirical finance 62 (2021), pp. 107-120
Persistent link: https://www.econbiz.de/10012693330
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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
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Price discovery and trading activity in Taiwan stock and futures markets
Hung, Jui-Cheng; Liu, Yu-Hong; Jiang, I.-Ming; Liang, Shuh - In: Emerging markets, finance & trade : a journal of the … 56 (2020) 5, pp. 963-976
Persistent link: https://www.econbiz.de/10012211515
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Improving the realized GARCH's volatility forecast for Bitcoin with jump-robust estimators
Hung, Jui-Cheng; Liu, Hung-Chun; Yang, Jimmy J. - In: The North American journal of economics and finance : a … 52 (2020), pp. 1-11
Persistent link: https://www.econbiz.de/10012654833
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Do price jumps matter in volatility forecasts of US treasury futures?
Zhang, Xueer; Hung, Jui-Cheng; Chiu, Chien-Liang - 2025
Persistent link: https://www.econbiz.de/10015376629