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Hung‐Chun Liu
Observed names:
Hung-Chun LIU,
Hung-Chun Liu
Institution:
Chung Yuan Christian University
Observed institutions:
Tamkang University,
Minghsin University of Science and Technology,
Chung Yuan Christian University,
National Taipei University
ORCID:
0000-0003-3692-8559
Observed ORCID:
0000-0003-3692-8559
OpenAlex ID:
A5037611863
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
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
Time-of-day periodicities of trading volume and volatility in Bitcoin exchange: Does the stock market matter?
2019
·
Jying-Nan Wang
, Hung-Chun Liu
, et al.
·
Finance research letters
·
41
A U-shaped relationship between the crypto fear-greed index and the price synchronicity of cryptocurrencies
2023
·
Jying-Nan Wang
, Hung-Chun Liu
, et al.
·
Finance research letters
·
40
FoMO in the Bitcoin market: Revisiting and factors
2023
·
Jying-Nan Wang
, Hung-Chun Liu
, et al.
·
The Quarterly Review of Economics and Finance
·
40
Anatomizing the Returns of Non-Fungible Tokens: Evidence From the CryptoPunks
2022
·
Jying-Nan Wang
, Yen-Hsien Lee
, et al.
·
The North American Journal of Economics and Finance
·
27
On the predictive power of ARJI volatility forecasts for Bitcoin
2019
·
Jying-Nan Wang
, Hung-Chun Liu
, et al.
·
Applied Economics
·
26
Value-at-risk in US stock indices with skewed generalized error distribution
2008
·
Ming-Chih Lee
, Jung-Bin Su
, et al.
·
Applied Financial Economics Letters
·
26
Forecasting the volatility of S&P depositary receipts using GARCH-type models under intraday range-based and return-based proxy measures
2011
·
Hung-Chun Liu
, Shu-Mei Chiang
, et al.
·
International Review of Economics & Finance
·
25
ESG risk, economic policy uncertainty, and the downside risk: Evidence from US firms
2024
·
Chia-Hsien Tang
, Hung-Chun Liu
, et al.
·
The North American Journal of Economics and Finance
·
24
The determinants of positive feedback trading behaviors in Bitcoin markets
2021
·
Jying-Nan Wang
, Yen-Hsien Lee
, et al.
·
Finance research letters
·
23
Economic benefits of technical analysis in portfolio management: Evidence from global stock markets
2018
·
Jying‐Nan Wang
, Hung‐Chun Liu
, et al.
·
International Journal of Finance & Economics
·
20
How does the informed trading impact Bitcoin returns and volatility?
2020
·
Jying-Nan Wang
, Hung-Chun Liu
, et al.
·
Applied Economics
·
18
Exploring the impact of ESG components, CEO characteristics, and organizational themes on downside risk: Insights from Chinese firms
2024
·
Chia-Hsien Tang
, Yen-Hsien Lee
, et al.
·
Finance research letters
·
17
Financial literacy of ChatGPT: Evidence through financial news
2025
·
Ya-Ling Chiu
, Xuechen Gao
, et al.
·
Finance research letters
·
16
Divergent jump characteristics in brown and green cryptocurrencies: The role of energy-related uncertainty
2024
·
Jying-Nan Wang
, Samuel A. Vigne
, et al.
·
Energy Economics
·
16
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
Exploring the unpredictable nature of climate policy uncertainty: An empirical analysis of its impact on commodity futures returns in the United States
2024
·
Chia‐Hsien Tang
, Yen‐Hsien Lee
, et al.
·
Journal of Futures Markets
·
11
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
Further evidence on calendar anomalies
2021
·
Yuan‐Teng Hsu
, Kees G. Koedijk
, et al.
·
European Financial Management
·
8
PDF
Impacts of physician promotion on the online healthcare community: Using a difference-in-difference approach
2022
·
Yuan-Teng Hsu
, Ya-Ling Chiu
, et al.
·
Digital Health
·
7
PDF
News sentiment and crash risk
2022
·
Shaoyan Sun
, Xinjian Zhang
, et al.
·
Applied Economics
·
6
The impact of customer risk on Enterprises' strategic change: Evidence from China
2025
·
Xiaohong Dong
, Yan Cheng
, et al.
·
International Review of Financial Analysis
·
5
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Works count:
45
Citation count:
844
H-index:
16
I10-index:
20
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