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Jui‐Cheng Hung · Study

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Jui‐Cheng Hung

8 works· latest 2021· 4 institutionscluster: provisionalORCID 0000-0003-3445-6906

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Citations582

Works here8

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Most cited in this library

Estimation of value-at-risk for energy commodities via fat-tailed GARCH models2007 · 171 citations
Forecasting S&P-100 stock index volatility: The role of volatility asymmetry and distributional assumption in GARCH models2009 · 111 citations
Skewness and leptokurtosis in GARCH-typed VaR estimation of petroleum and metal asset returns2010 · 67 citations
Deregulation and liberalization of the Chinese stock market and the improvement of market efficiency2009 · 63 citations
Empirical analysis of jump dynamics, heavy-tails and skewness on value-at-risk estimation2011 · 50 citations

Works

8 shown

Trading activity and price discovery in Bitcoin futures markets

Journal of Empirical Finance·2021·3 authors

47citations

Improving the realized GARCH’s volatility forecast for Bitcoin with jump-robust estimators

The North American Journal of Economics and Finance·2020·3 authors

40citations

Empirical analysis of jump dynamics, heavy-tails and skewness on value-at-risk estimation

Economic Modelling·2011·2 authors

50citations

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

Journal of Empirical Finance·2010·2 authors

67citations

Forecasting S&P-100 stock index volatility: The role of volatility asymmetry and distributional assumption in GARCH models

Expert Systems with Applications·2009·2 authors

111citations

Deregulation and liberalization of the Chinese stock market and the improvement of market efficiency

The Quarterly Review of Economics and Finance·2009·1 author

63citations

Estimation of value-at-risk for energy commodities via fat-tailed GARCH models

Energy Economics·2007·3 authors

171citations

Hedging with zero-value at risk hedge ratio

Applied Financial Economics·2005·3 authors

33citations