E-LIB Suche - Ergebnisse für: Hung, Jui-Cheng

1

Trading activity and price discovery in Bitcoin futures mar..:

Hung, Jui-Cheng ; Liu, Hung-Chun ; Yang, J. Jimmy
Journal of Empirical Finance. 62 (2021) - p. 107-120 , 2021

2

Improving the realized GARCH's volatility forecast for Bitc..:

Hung, Jui-Cheng ; Liu, Hung-Chun ; Yang, J. Jimmy
The North American Journal of Economics and Finance. 52 (2020) - p. 101165 , 2020

Link: https://doi.org/10.1016/..

3

The impact of liquidity on portfolio value-at-risk forecast:

Hung, Jui-Cheng ; Su, Jung-Bin ; Chang, Matthew C..
Applied Economics. 52 (2019) 3 - p. 242-259 , 2019

Link: https://doi.org/10.1080/..

4

Comparison of Forcasting Ability between Backpropagation Ne..:

, In: 2019 International Symposium on Intelligent Signal Processing and Communication Systems (ISPACS),

Chen, Chung-Chieh ; Chang, Jung-Hsin ; Lin, Fang -Cih... - p. 1-2 , 2019

Link: https://doi.org/10.1109/..

5

The Value-At-Risk Estimate of Stock and Currency-Stock Port..:

Su, Jung-Bin ; Hung, Jui-Cheng
Risks. 6 (2018) 4 - p. 133 , 2018

Link: https://doi.org/10.3390/..

6

Price Discovery and Trading Activity in Taiwan Stock and Fu..:

Hung, Jui-Cheng ; Liu, Yu-Hong ; Jiang, I-Ming.
Emerging Markets Finance and Trade. 56 (2018) 5 - p. 963-976 , 2018

Link: https://doi.org/10.1080/..

7

Evaluation of realized multi-power variations in minimum va..:

Hung, Jui-Cheng
Economic Modelling. 51 (2015) - p. 672-679 , 2015

Link: https://doi.org/10.1016/..

8

Evaluating and improving GARCH-based volatility forecasts w..:

, In: Applied economics

Hung, Jui-cheng ; Lou, Tien-wei ; Wang, Yi-hsien.. (2013) 28/30 - p. 4041-4049

Copies: Zentrale;

9

Evaluating and improving GARCH-based volatility forecasts w..:

Hung, Jui-Cheng ; Lou, Tien-Wei ; Wang, Yi-Hsien.
Applied Economics. 45 (2013) 28 - p. 4041-4049 , 2013

Link: https://doi.org/10.1080/..

10

Computing regression quantiles to analysis the relationship..:

Wang, Yi-Hsien ; Hung, Jui-Cheng ; Lee, Yen-Hsien.
Quality & Quantity. 46 (2011) 4 - p. 1047-1055 , 2011

Link: https://doi.org/10.1007/..

11

Empirical analysis of jump dynamics, heavy-tails and skewne..:

Su, Jung-Bin ; Hung, Jui-Cheng
Economic Modelling. 28 (2011) 3 - p. 1117-1130 , 2011

Link: https://doi.org/10.1016/..

12

Skewness and leptokurtosis in GARCH-typed VaR estimation of..:

Cheng, Wan-Hsiu ; Hung, Jui-Cheng
Journal of Empirical Finance. 18 (2011) 1 - p. 160-173 , 2011

Link: https://doi.org/10.1016/..

13

Minimum variance hedging with bivariate regime-switching mo..:

Hung, Jui-Cheng ; Yi-Hsien Wang ; Chang, Matthew C...
Energy. 36 (2011) 5 - p. 3050-3057 , 2011

Link: https://doi.org/10.1016/..

14

Long-term relationship between political behavior and stock..:

Wang, Yi-Hsien ; Hung, Jui-Cheng ; Kao, Hsiu-Hsueh.
Quality & Quantity. 45 (2010) 6 - p. 1361-1367 , 2010

Link: https://doi.org/10.1007/..

15

Forecasting S&P-100 stock index volatility: The role of vol..:

Liu, Hung-Chun ; Hung, Jui-Cheng
Expert Systems with Applications. 37 (2010) 7 - p. 4928-4934 , 2010

Link: https://doi.org/10.1016/..