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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
Persistent link: https://www.econbiz.de/10007638720
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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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Hedging with zero-value at risk hedge ratio
Hung, Jui-Cheng; Chiu, Chien-Liang; Lee, Ming-Chih - In: Applied financial economics 16 (2006) 3, pp. 259-270
Persistent link: https://www.econbiz.de/10007635771
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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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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
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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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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
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Examining market efficiency for large- and small-capitalization of TOPIX and FTSE stock indices
Hung, Jui-Cheng; Lee, Yen-Hsien; Pai, Tung-Yueh - In: Applied financial economics 19 (2009) 7-9, pp. 735-744
Persistent link: https://www.econbiz.de/10008256332
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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. 843-857
Persistent link: https://www.econbiz.de/10008274910