Concepedia
Statistics
Publications
19
Citations
704
H-Index
16
Active since
2007
Affiliations
Chung Yuan Christian University(Current)
Shanghai Business School
Zhejiang Yuexiu University
Minghsin University of Science and Technology
Chinese Culture University
Hung‐Chun Liu is an author at Chung Yuan Christian University specializing in economics, financial economics, and business.
Publications per year
2007–2024
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
Business, Economics, Finance +14
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 · 111 citations
Business, Economics, Finance +17
Trading activity and price discovery in Bitcoin futures markets
Jui‐Cheng Hung, Hung‐Chun Liu, J. Jimmy Yang · Journal of Empirical Finance · 2021 · 49 citations
Business, Economics, Finance +16
Time-of-day periodicities of trading volume and volatility in Bitcoin exchange: Does the stock market matter?
Jying‐Nan Wang, Hung‐Chun Liu, Yuan‐Teng Hsu · Finance research letters · 2019 · 40 citations
Improving the realized GARCH’s volatility forecast for Bitcoin with jump-robust estimators
Jui‐Cheng Hung, Hung‐Chun Liu, Justin Yang · The North American Journal of Economics and Finance · 2020 · 37 citations
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