Name & Title

 Jui-Cheng Hung 

     Professor

Experience

Ph.D. in Finance, Tamkang University

M.S. in Finance, Tamkang University

Publications

1.      Hung, Jui-Cheng, Su, Jung-Bin, Change, Matthew C. and Wang, Yi-Hsien (2019). The impact of liquidity on portfolio value-at-risk forecasts. Applied Economics, DOI: 10.1080/00036846.2019.1644442. (SSCI)

2.      Hung, Jui-Cheng, Liu, Yu-Hong, Jiang, I-Ming and Liang, Shuh (2018). Price discovery and trading sctivity in Taiwan stock and futures markets, Emerging Markets Finance and Trade, DOI: 10.1080/1540496X.2018.1451324. (SSCI)

3.    Hung, Jui-Cheng and Wang, Wei-Chuan (2016). The impact of speculative trading activity on return and volatility in Taiwan futures market. Journal of Futures and Options, 9(1), 103-134. (TSSCI)

4.    Hung, Jui-Cheng (2015). Evaluation of realized multi-power variations in minimum variance hedging. Economic Modelling, 51, 672-679. (SSCI)

5.    Jiang, I-Ming, Hung, Jui-Cheng and Wang, Chuan-San (2014). Volatility forecasts: do volatility estimators and evaluation methods matter? Journal of Futures Markets, 34(11), 1077-1094. (SSCI)

6.     Cheng, Wan-Hsiu and Hung, Jui-Cheng (2011). Skewness and leptokurtic in GARCH-typed VaR estimation of petroleum and metal asset returns. Journal of Empirical Finance, 18(1), 160-173. (SSCI)

7.      Hung, Jui-Cheng, Lee, Ming-Chih and Liu, Hung-Chun (2008). Estimation of value-at-risk for energy commodities via fat-tailed GARCH models. Energy Economics, 30(3), 1173-1191. (SSCI)