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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

Do price jumps matter in volatility forecasts of US treasury futures?

Zhang, Xueer; Hung, Jui-Cheng; Chiu, Chien-Liang - 2025

Persistent link: https://www.econbiz.de/10015376629

Evaluation of realized multi-power variations in minimum variance hedging

Hung, Jui-Cheng - In: Economic modelling 51 (2015), pp. 672-679

Persistent link: https://www.econbiz.de/10011476357

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

The economic value of Bitcoin : a volatility timing perspective with portfolio rebalancing

Hung, Jui-Cheng; Liu, Hung-Chun; Yang, J. Jimmy - In: The North American journal of economics and finance : a … 74 (2024), pp. 1-15

Persistent link: https://www.econbiz.de/10015135740

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

Skewness and leptokurtosis in GARCH-typed VaR estimation of petroleum and metal asset returns

Cheng, Wan-hsiu; Hung, Jui-cheng - In: Journal of empirical finance 18 (2011) 1, pp. 160-173

Persistent link: https://www.econbiz.de/10009301140

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/10009745489

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

Volatility forecasts : do volatility estimators and evaluation methods matter?

Jiang, I-Ming; Hung, Jui-Cheng; Wang, Chuan-San - In: The journal of futures markets 34 (2014) 11, pp. 1077-1094

Persistent link: https://www.econbiz.de/10010508678