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Liu, Hung-Chun
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6
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ECONIS (ZBW)
31
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9
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1
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
Saved in:
2
Value-at-risk in US stock indices with skewed generalized error distribution
Lee, Ming-chih
;
Su, Jung-bin
;
Liu, Hung-Chun
- In:
Applied financial economics letters
4
(
2008
)
4/6
,
pp. 425-431
Persistent link: https://www.econbiz.de/10003808278
Saved in:
3
Forecasting volatility and capturing downside risk of the Taiwanese futures markets under the financial tsunami
Liu, Hung-Chun
;
Hung, Jui-cheng
- In:
Managerial finance
36
(
2010
)
10
,
pp. 860-875
Persistent link: https://www.econbiz.de/10008662545
Saved in:
4
Value-at-risk-based risk management on exchange traded funds : the Taiwanese experience
Liu, Hung-Chun
;
Cheng, Yu-Ju
;
Tzou, Yi-Pin
- In:
Banks and bank systems : international research journal
4
(
2009
)
2
,
pp. 20-28
Persistent link: https://www.econbiz.de/10003988582
Saved in:
5
Analyzing the downside risk of exchange-traded funds : do the volatility estimators matter?
Wang, Jying-Nan
;
Chen, Lu-Jui
;
Liu, Hung-Chun
;
Hsu, …
- In:
International journal of economics and finance
8
(
2016
)
1
,
pp. 1-6
Persistent link: https://www.econbiz.de/10011422541
Saved in:
6
How useful are the various volatility estimators for improving GARCH-based volatility forecasts? : evidence from the Nasdaq-100 stock index
Wang, Jying-Nan
;
Hsu, Yuan-Teng
;
Liu, Hung-Chun
- In:
International journal of economics and financial issues …
4
(
2014
)
3
,
pp. 651-656
Persistent link: https://www.econbiz.de/10010526918
Saved in:
7
Forecasting the volatility of S&P depositary receipts using GARCH-type models under intraday range-based and return-based proxy measures
Liu, Hung-Chun
;
Chiang, Shu-mei
;
Cheng, Nick Ying-pin
- In:
International review of economics & finance : IREF
22
(
2012
)
1
,
pp. 78-91
Persistent link: https://www.econbiz.de/10009618705
Saved in:
8
Further evidence on calendar anomalies
Hsu, Yuan-Teng
;
Koedijk, Kees
;
Liu, Hung-Chun
;
Wang, …
- In:
European financial management : the journal of the …
28
(
2022
)
2
,
pp. 545-566
Persistent link: https://www.econbiz.de/10013163577
Saved in:
9
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
Saved in:
10
How does the informed trading impact Bitcoin returns and volatility?
Wang, Jying-Nan
;
Liu, Hung-Chun
;
Zhang, Shuang
;
Hsu, …
- In:
Applied economics
53
(
2021
)
28
,
pp. 3223-3233
Persistent link: https://www.econbiz.de/10012517084
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