TY  - JOUR
T1  - Does the tail risk index matter in forecasting downside risk?
JF  - International Journal of Finance and Economics
Y1  - 2022
A1  - Hung,Jui-Cheng
A1  - Liu,Hung-Chun
A1  - Yang,Jimmy
KW  - Finance
U2  - a
U4  - 219521509376
ID  - 219521509376
ER  - 

TY  - JOUR
T1  - Trading activity and price discovery in Bitcoin futures markets
JF  - Journal of Empirical Finance
Y1  - 2021
A1  - Hung,Jui-Cheng
A1  - Liu,Hung-Chun
A1  - Yang,Jimmy
KW  - Finance
VL  - 62
CP  - June
U2  - a
U4  - 202763657216
ID  - 202763657216
ER  - 

TY  - JOUR
T1  - Improving the realized GARCH's volatility forecast for Bitcoin with jump-robust estimators
JF  - North American Journal of Economics and Finance
Y1  - 2020
A1  - Hung,Jui-Cheng
A1  - Liu,Hung-Chun
A1  - Yang,Jimmy
KW  - Finance
VL  - 52
U2  - a
U4  - 202763464704
ID  - 202763464704
ER  -