Concepedia

Jui‐Cheng Hung

JH

16

Publications

724

Citations

13

H-Index

2005

Active since

Affiliations

Chinese Culture University(Current)

Tamkang University

Yuanpei University

Minghsin University of Science and Technology

National Yang Ming Chiao Tung University

Jui‐Cheng Hung is an author at Chinese Culture University specializing in business, asset pricing, and finance.

Top concepts

FinanceBusinessAsset PricingEconomicsVolatility ModelingEngineeringFinancial EconomicsStatisticsEconomic AnalysisManagement

Publications per year

2005–2021

16

Publications

16

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

Jui‐Cheng Hung, Ming‐Chih Lee, Hung‐Chun Liu · Energy Economics · 2007 · 174 citations

Volatility Modeling, Economics, Asset Pricing +10

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

Hung‐Chun Liu, Jui‐Cheng Hung · Expert Systems with Applications · 2009 · 109 citations

Economics, Volatility Modeling, Financial Economics +8

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

Wan-Hsiu Cheng, Jui‐Cheng Hung · Journal of Empirical Finance · 2010 · 65 citations

Empirical Finance, Volatility Modeling, Economics +10

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

Jui‐Cheng Hung · The Quarterly Review of Economics and Finance · 2009 · 61 citations

Economics, Financial Economics, International Finance +7

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

Jung‐Bin Su, Jui‐Cheng Hung · Economic Modelling · 2011 · 50 citations

Economics, Financial Economics, Asset Pricing +13

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