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Taiwan Academic Institutional Repository >
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"hung jc hung jui cheng"
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| 中國文化大學 |
2020-04-08 |
Price Discovery and Trading Activity in Taiwan Stock and Futures Markets
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Hung, JC (Hung, Jui-Cheng); Liu, YH (Liu, Yu-Hong); Jiang, IM (Jiang, I-Ming); Liang, S (Liang, Shuh) |
| 中國文化大學 |
2020-04 |
Improving the realized GARCH's volatility forecast for Bitcoin with jump-robust estimators
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Hung, JC (Hung, Jui-Cheng); Liu, HC (Liu, Hung-Chun); Yang, JJ (Yang, J. Jimmy) |
| 中國文化大學 |
2019-08 |
The impact of liquidity on portfolio value-at-risk forecasts
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Hung, JC (Hung, Jui-Cheng); Su, JB (Su, Jung-Bin); Chang, MC (Chang, Matthew C.); Wang, YH (Wang, Yi-Hsien) |
| 中國文化大學 |
2013-10-01 |
Evaluating and improving GARCH-based volatility forecasts with range-based estimators
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Hung, JC (Hung, Jui-Cheng); Lou, TW (Lou, Tien-Wei); Wang, YH (Wang, Yi-Hsien); Lee, JD (Lee, Jun-De) |
| 中國文化大學 |
2012-06 |
Computing regression quantiles to analysis the relationship between market behavior and political risk
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Wang, YH (Wang, Yi-Hsien); Hung, JC (Hung, Jui-Cheng); Lee, YH (Lee, Yen-Hsien); Chuang, CC (Chuang, Chung-Chu) |
| 中國文化大學 |
2012 |
CAN VAR BE PREDICTIVE FOR REGULATION? EVIDENCE FROM THE FUTURES INDUSTRY IN TAIWAN
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Chang, MC (Chang, Matthew C.); Hung, JC (Hung, Jui-Cheng) |
| 中國文化大學 |
2011-05 |
Empirical analysis of jump dynamics, heavy-tails and skewness on value-at-risk estimation
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Su, JB (Su, Jung-Bin); Hung, JC (Hung, Jui-Cheng) |
| 中國文化大學 |
2011-05 |
Minimum variance hedging with bivariate regime-switching model for WTI crude oil
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Hung, JC (Hung, Jui-Cheng); Wang, YH (Wang, Yi-Hsien); Chang, MC (Chang, Matthew C.); Shih, KH (Shih, Kuang-Hsun); Kao, HH (Kao, Hsiu-Hsueh) |
| 中國文化大學 |
2011 |
PAKISTANI STOCK MARKET AND RATIONAL SPECULATIVE BUBBLES
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Haque, A (Haque, Abdul); Hung, JC (Hung, Jui-Cheng); Liu, HC (Liu, Hung-Chun) |
| 中國文化大學 |
2010-08 |
An optimal algorithm for type-I assembly line balancing problem with resource constraint
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Kao, HH (Kao, Hsiu-Hsueh); Yeh, DH (Yeh, Din-Horng); Wang, YH (Wang, Yi-Hsien); Hung, JC (Hung, Jui-Cheng) |
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