| 淡江大學 |
2025-12-22 |
ESG, Market Microstructure, and Herding Behavior: Evidence from CSAD Tests in Taiwan
|
Hung, Jui-Cheng;Wu, An-Chi;Hsiao, I-Fan |
| 淡江大學 |
2025-03-20T01:22:42Z |
Jump risk of Presidential election: evidence from Taiwan stock and foreign exchange markets
|
Hung, Jui-cheng;Jiang, Shi-jie;Chiu, Chien-liang |
| 淡江大學 |
2025-03-20T01:22:36Z |
Deregulation and liberalization of the Chinese stock market and the improvement of market efficiency
|
Hung, Jui-cheng |
| 淡江大學 |
2025-03-20T01:22:29Z |
Empirical analysis of jump dynamics, heavy-tails and skewness on value-at-risk estimation
|
Hung, Jui-cheng |
| 淡江大學 |
2025-03 |
Does trading method alignment improve market efficiency? Evidence from Taiwan single-stock futures market
|
Hung, Jui-cheng |
| 淡江大學 |
2025-01-23T04:05:37Z |
Evaluation of realized multi-power variations in minimum variance hedging
|
Hung, Jui-Cheng |
| 淡江大學 |
2025-01-20 |
Do price jumps matter in volatility forecasts of US treasury futures?
|
Zhang, Xueer;Hung, Jui-cheng;Chiu, Chien-liang |
| 中國文化大學 |
2024-09 |
The economic value of Bitcoin: A volatility timing perspective with portfolio rebalancing
|
洪瑞成; Hung, Jui-Cheng |
| 淡江大學 |
2024-09 |
The economic value of Bitcoin: A volatility timing perspective with portfolio rebalancing
|
Hung, Jui-Cheng;Liu, Hung-Chun;Yang, J. Jimmy |
| 淡江大學 |
2024-09 |
The economic value of Bitcoin: A volatility timing perspective with portfolio rebalancing
|
Hung, Jui-Cheng;Liu, Hung-Chun;Yang, J. Jimmy |
| 淡江大學 |
2023-07-05 |
Does the tail risk index matter in forecasting downside risk?
|
Hung, Jui-Cheng;Liu, Hung-Chun;Yang, J. Jimmy |
| 淡江大學 |
2023-07-05 |
Does the tail risk index matter in forecasting downside risk?
|
Hung, Jui-Cheng;Liu, Hung-Chun;Yang, J. Jimmy |
| 中國文化大學 |
2023-03-01 |
Disposition, Confidence, and Profits and Losses: Evidence from the Taiwan Warrant Markets
|
Chang, Matthew C.; Hung, Jui-Cheng; Wu, Rebecca Chung-Fern |
| 中國文化大學 |
2023-03 |
Disposition, Confidence, and Profits and Losses: Evidence from the Taiwan Warrant Markets
|
Chang, Matthew C.; Hung, Jui-Cheng; Wu, Rebecca Chung-Fern; 張志宏 |
| 淡江大學 |
2023-03 |
Disposition, Confidence, and Profits and Losses: Evidence from the Taiwan Warrant Markets
|
Chang, Matthew C.;Hung, Jui-Cheng;Wu, Rebecca Chung-Fern |
| 淡江大學 |
2023-03 |
Disposition, Confidence, and Profits and Losses: Evidence from the Taiwan Warrant Markets
|
Chang, Matthew C.;Hung, Jui-Cheng;Wu, Rebecca Chung-Fern |
| 臺大學術典藏 |
2022-02-21T23:30:55Z |
A C-band 4096-QAM OFDM Data Link for 5G Private Network Applications
|
TIAN-WEI HUANG; Hung, Jui Cheng; Chung, Chuan Li |
| 中國文化大學 |
2022 |
Does the tail risk index matter in forecasting downside risk?
|
Hung, Jui-Cheng; Liu, Hung-Chun; Yang, J. Jimmy |
| 臺大學術典藏 |
2021-12-21T23:17:04Z |
A 19.7-38.9-GHz Ultrabroadband PA With Phase Linearization for 5G in 28-nm CMOS Process
|
TIAN-WEI HUANG; Yen, Ho Ching; Tsai, Jeng Han; Bai, Wei Ting; Hung, Jui Cheng; Liang, You Jen |
| 臺大學術典藏 |
2021-11-21T23:19:07Z |
A 28-GHz Class-F Power Amplifier with 4096-QAM OFDM Under-36.2 dBc EVM in 28-nm CMOS Technology
|
Hung, Jui Cheng; Cheng, Yu Tung; Tsai, Jeng Han; TIAN-WEI HUANG |
| 中國文化大學 |
2021-06 |
Trading activity and price discovery in Bitcoin futures markets
|
Hung, Jui-Cheng; Liu, Hung-Chun; Yang, J. Jimmy |
| 淡江大學 |
2021-06 |
Trading activity and price discovery in Bitcoin futures markets
|
Hung, Jui-Cheng;Liu, Hung-Chun;Yang, J. Jimmy |
| 淡江大學 |
2021-06 |
Trading activity and price discovery in Bitcoin futures markets
|
Hung, Jui-Cheng;Liu, Hung-Chun;Yang, J. Jimmy |
| 臺大學術典藏 |
2020-05-20T08:26:35Z |
Volatility Forecasts: Do Volatility Estimators and Evaluation Methods Matter?
|
Jiang, I.-Ming;Hung, Jui-Cheng;Wang, Chuan-San; Jiang, I.-Ming; Hung, Jui-Cheng; Wang, Chuan-San; CHUAN-SAN WANG |
| 淡江大學 |
2020-04 |
Improving the realized GARCH’s volatility forecast for Bitcoin with jump-robust estimators
|
Hung, Jui-Cheng;Liu, Hung-Chun;Yang, J. Jimmy |
| 淡江大學 |
2020-04 |
Improving the realized GARCH’s volatility forecast for Bitcoin with jump-robust estimators
|
Hung, Jui-Cheng;Liu, Hung-Chun;Yang, J. Jimmy |
| 淡江大學 |
2020-01 |
The impact of liquidity on portfolio value-at-risk forecasts.
|
Hung, Jui-Cheng;Su, Jung-Bin;Chang, Matthew C.;Wang, Yi-Hsien |
| 淡江大學 |
2020-01 |
The impact of liquidity on portfolio value-at-risk forecasts.
|
Hung, Jui-Cheng;Su, Jung-Bin;Chang, Matthew C.;Wang, Yi-Hsien |
| 淡江大學 |
2016-05-14 |
The Asymmetric Commodity Inventory Effect on the Hedging Performance
|
Huang, Chien-Ming;Hung, Jui-Cheng;Lee, Chen-Fu |
| 中國文化大學 |
2015-12 |
Evaluation of realized multi-power variations in minimum variance hedging
|
Hung, Jui-Cheng |
| 淡江大學 |
2015-12 |
Evaluation of realized multi-power variations in minimum variance hedging
|
Hung, Jui-Cheng |
| 中國文化大學 |
2014-11 |
VOLATILITY FORECASTS: DO VOLATILITY ESTIMATORS AND EVALUATION METHODS MATTER?
|
Jiang, I-Ming; Hung, Jui-Cheng; Wang, Chuan-San |
| 淡江大學 |
2014-11 |
Volatility forecasts: do volatility estimators and evaluation methods matter?
|
Jiang, I-Ming;Hung, Jui-Cheng;Wang, Chuan-San |
| 淡江大學 |
2014-11 |
Volatility forecasts: do volatility estimators and evaluation methods matter?
|
Jiang, I-Ming;Hung, Jui-Cheng;Wang, Chuan-San |
| 淡江大學 |
2014 |
Information Transmission Effects between Large and Small Capitalization Indices in Tokyo Stock Exchange
|
Hung, Jui-Cheng; Lin, Yun-Yung |
| 淡江大學 |
2013-11 |
Financial performance and business risk of futures commission merchants: A panel threshold regression
|
Hung, Jui-Cheng;Huang, Chien-Ming;Chiu, Chien-Liang |
| 淡江大學 |
2013-11 |
Financial performance and business risk of futures commission merchants: A panel threshold regression
|
Hung, Jui-Cheng;Huang, Chien-Ming;Chiu, Chien-Liang |
| 淡江大學 |
2013-03 |
One Gold, Two Currencies: Price Discovery between Spot Exchange Rate and Implied Exchange Rate Derived from Futures
|
Chang, Matthew C.; Hung, Jui-Cheng; Chiu, Chien-Liang |
| 淡江大學 |
2013 |
Evaluating and improving GARCH-based volatility forecasts with range-based estimators
|
Hung, Jui-Cheng; Lou, Tien-Wei; Wang, Yi-Hsien; Lee, Jun-De; Hung, Jui-Cheng |
| 淡江大學 |
2012-06 |
Computing regression quantiles to analysis the relationship between market behavior and political risk
|
Wang, Yi-Hsien; Hung, Jui-Cheng; Lee, Yen-Hsien; Chuang, Chung-Chu |
| 中國文化大學 |
2011-12-21 |
Reexamination of capital asset pricing model (CAPM): An application of quantile regression
|
Chang, Matthew C.; Hung, Jui-Cheng; Nieh, Chien-Chung |
| 淡江大學 |
2011-12 |
Reexamination of capital asset pricing model (CAPM): An application of quantile regression
|
Chang, Matthew C.; Hung, Jui-Cheng; Nieh, Chien-Chung; |
| 中國文化大學 |
2011-10 |
Long-term relationship between political behavior and stock market return: new evidence from quantile regression
|
Wang, Yi-Hsien; Hung, Jui-Cheng; Kao, Hsiu-Hsueh; Shih, Kuang-Hsun |
| 淡江大學 |
2011-05 |
Minimum variance hedging with bivariate regime-switching model for WTI crude oil
|
Hung, Jui-Cheng; Wang, Yi-Hsien; Chang, Matthew C.; Shih, Kuang-Hsun; Kao, Hsiu-Hsueh |
| 淡江大學 |
2011-04-11 |
Hedging for multi-period downside risk in the presence of jump dynamics and conditional heteroskedasticity
|
Hung, Jui-cheng;Lee, Ming-chih |
| 淡江大學 |
2011-03-25 |
Minimum variance hedging with bivariate regime-switching model for WTI crude oil
|
Kao, Hsiu-hsueh;Hung, Jui-cheng |
| 淡江大學 |
2011-01 |
Skewness and Leptokurtosis in GARCH-typed VaR estimation of petroleum and metal asset returns
|
Cheng, Wan-hsiu; Hung, Jui-cheng |
| 淡江大學 |
2010-08 |
An Optimal Algorithm for TYPE-I Assembly Line Balancing Problem with Resource Constraint
|
Kao, Hsiu-hsueh; Yeh, Din-horng; Wang, Yi-hsien; Hung, Jui-cheng |
| 淡江大學 |
2010-06 |
Long-term Relationship between Political Behavior and Stock Market Return: New Evidence from Quantile Regression
|
Wang, Yi-hsien; Hung, Jui-cheng; 高秀學; Kao, Hsiu-hsueh; Shih, Kuang-hsun |
| 淡江大學 |
2010-05-24 |
Skewness and leptokurtosis in GARCH-typed VaR estimation of petroleum and metal asset returns
|
Cheng, Wan-hsiu;Hung, Jui-cheng |
