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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/10007877520

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

Persistent link: https://www.econbiz.de/10007638720

A study of dynamics in market volatility indices between the US and Taiwan

Lee, Yen-Hsien; Hung, Jui-Cheng; Wang, Yi-Hsien; Huang, … - In: Investment management and financial innovations 9 (2012) 4, pp. 89-95

Persistent link: https://www.econbiz.de/10010147427

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/10007917050

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

Deregulation and liberalization of the Chinese stock market and the improvement of market efficiency

Hung, Jui-Cheng - In: The quarterly review of economics and finance : journal … 49 (2009) 3, pp. 843-858

Persistent link: https://www.econbiz.de/10008882048

Empirical analysis of jump dynamics, heavy-tails and skewness on value-at-risk estimation

Su, Jung-Bin; Hung, Jui-Cheng - In: Economic modelling 28 (2011) 3, pp. 1117-1131

Persistent link: https://www.econbiz.de/10008893619

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. 1173-1192

Persistent link: https://www.econbiz.de/10008900744

What Impacts on Short Selling Activity? Evidence from the Taiwan Stock Markets

Chang, Matthew C.; Hung, Jui-Cheng; Wu, Chung-Fern - 2022

In this paper, we investigate the determinants of daily short selling activity for retail and foreign institutions and their impacts on stock returns, volatility and liquidity in the Taiwan stock markets. By using two metrics to measure the short selling activity for two investor types, we find...

Persistent link: https://www.econbiz.de/10013491564

Does the tail risk index matter in forecasting downside risk?

Hung, Jui-Cheng; Liu, Hung-Chun; Yang, J. Jimmy - In: International journal of finance & economics : IJFE 28 (2023) 3, pp. 3451-3466

Persistent link: https://www.econbiz.de/10014327761