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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
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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) 17, pp. 2231-2240
Persistent link: https://www.econbiz.de/10007793432
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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
Persistent link: https://www.econbiz.de/10007877507
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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) 18, pp. 2403
Persistent link: https://www.econbiz.de/10007797731
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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
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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
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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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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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Arbitrage behaviour in the exchange rates of Taiwan and Japan: applying the smooth transition vector error correction model with GJR-GARCH and spillover volatility
Lee, Yen-Hsien; Chiu, Chien-Liang - In: Applied economics 43 (2011) 15, pp. 1935-1944
Persistent link: https://www.econbiz.de/10009134015