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Jui‐Cheng Hung

Observed names: Hung, J. C.; Chang, M. C; Chien-Ming. Huang; Chien-Liang Chiu, Hung, Jui-Cheng; Lin, Yun-Yung, Jui-Cheng HUNG, Jui-Cheng Hung
Institution: Tamkang University
ORCID: 0000-0003-3445-6906
Observed ORCID: 0000-0003-3445-6906
OpenAlex ID: A5020939752
Estimation of value-at-risk for energy commodities via fat-tailed GARCH models
2007 · Jui-Cheng Hung, Ming-Chih Lee, et al. · Energy Economics · 177
Forecasting S&P-100 stock index volatility: The role of volatility asymmetry and distributional assumption in GARCH models
2009 · Hung-Chun Liu, Jui-Cheng Hung · Expert Systems with Applications · 115
Skewness and leptokurtosis in GARCH-typed VaR estimation of petroleum and metal asset returns
2010 · Wan-Hsiu Cheng, Jui-Cheng Hung · Journal of Empirical Finance · 67
Deregulation and liberalization of the Chinese stock market and the improvement of market efficiency
2009 · Jui-Cheng Hung · The Quarterly Review of Economics and Finance · 63
Empirical analysis of jump dynamics, heavy-tails and skewness on value-at-risk estimation
2011 · Jung-Bin Su, Jui-Cheng Hung · Economic Modelling · 53
Trading activity and price discovery in Bitcoin futures markets
2021 · Jui-Cheng Hung, Hung-Chun Liu, et al. · Journal of Empirical Finance · 48
Improving the realized GARCH’s volatility forecast for Bitcoin with jump-robust estimators
2020 · Jui-Cheng Hung, Hung-Chun Liu, et al. · The North American Journal of Economics and Finance · 44
Hedging with zero-value at risk hedge ratio
2005 · Jui-Cheng Hung, Chien-Liang Chiu, et al. · Applied Financial Economics · 35
Minimum variance hedging with bivariate regime-switching model for WTI crude oil
2011 · Jui-Cheng Hung, Yi-Hsien Wang, et al. · Energy · 23
Examining market efficiency for large- and small-capitalization of TOPIX and FTSE stock indices
2009 · Jui-Cheng Hung, Yen-Hsien Lee, et al. · Applied Financial Economics · 22
Estimation of Value-at-Risk under jump dynamics and asymmetric information
2005 · Chien-Liang Chiu, Ming-Chih Lee, et al. · Applied Financial Economics · 22
Volatility Forecasts: Do Volatility Estimators and Evaluation Methods Matter?
2013 · I‐Ming Jiang, Jui‐Cheng Hung, et al. · Journal of Futures Markets · 18
An optimal algorithm for type-I assembly line balancing problem with resource constraint
2010 · Hsiu-Hsueh Kao, Din-Horng Yeh, et al. · Global Journal of Business Management · 14
Forecasting volatility and capturing downside risk of the Taiwanese futures markets under the financial tsunami
2010 · Hung‐Chun Liu, Jui‐Cheng Hung · Managerial Finance · 12
The impact of liquidity on portfolio value-at-risk forecasts
2019 · Jui-Cheng Hung, Jung-Bin Su, et al. · Applied Economics · 11
The Value-At-Risk Estimate of Stock and Currency-Stock Portfolios’ Returns
2018 · Jung-Bin Su, Jui-Cheng Hung · Risks · 10
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Evaluating and improving GARCH-based volatility forecasts with range-based estimators
2012 · Jui-Cheng Hung, Tien-Wei Lou, et al. · Applied Economics · 10
Comparison of Forcasting Ability between Backpropagation Network and ARIMA in the Prediction of Bitcoin Price
2019 · Chung-Chieh Chen, Jung-Hsin Chang, et al. · International Symposium on Intelligent Signal Processing and Communication Systems (ISPACS) · 9
Long-term relationship between political behavior and stock market return: new evidence from quantile regression
2010 · Yi-Hsien Wang, Jui-Cheng Hung, et al. · Quality & Quantity · 9
The economic value of Bitcoin: A volatility timing perspective with portfolio rebalancing
2024 · Jui-Cheng Hung, Hung-Chun Liu, et al. · The North American Journal of Economics and Finance · 8
How Does Patent Litigation Influence Dynamic Risk for Market Competitors?
2015 · Yi-Hsien WANG, Wan-Rung LIN, et al. · Technological and Economic Development of Economy · 8
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Evaluation of realized multi-power variations in minimum variance hedging
2015 · Jui-Cheng Hung · Economic Modelling · 8
Clearing margin system in the futures markets—Applying the value-at-risk model to Taiwanese data
2006 · Chien-Liang Chiu, Shu-Mei Chiang, et al. · Physica A Statistical Mechanics and its Applications · 8
Jump risk of Presidential election: evidence from Taiwan stock and foreign exchange markets
2007 · Jui-Cheng Hung, Shi-Jie Jiang, et al. · Applied Economics · 7
Hedging for multi-period downside risk in the presence of jump dynamics and conditional heteroskedasticity
2007 · Jui-Cheng Hung, Ming-Chih Lee · Applied Economics · 6
Works count: 48
Citation count: 839
H-index: 13
I10-index: 17
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