%0 Journal Article
%J International Journal of Finance and Economics
%D 2022
%T Does the tail risk index matter in forecasting downside risk?
%A Hung,Jui-Cheng
%A Liu,Hung-Chun
%A Yang,Jimmy
%K Finance
%B International Journal of Finance and Economics
%P 1-16
%8 2022
%G eng
%2 a
%4 219521509376
%$ 219521509376

%0 Journal Article
%J Journal of Empirical Finance
%D 2021
%T Trading activity and price discovery in Bitcoin futures markets
%A Hung,Jui-Cheng
%A Liu,Hung-Chun
%A Yang,Jimmy
%K Finance
%B Journal of Empirical Finance
%V 62
%P 107-120
%8 2021
%G eng
%N June
%2 a
%4 202763657216
%$ 202763657216

%0 Journal Article
%J North American Journal of Economics and Finance
%D 2020
%T Improving the realized GARCH's volatility forecast for Bitcoin with jump-robust estimators
%A Hung,Jui-Cheng
%A Liu,Hung-Chun
%A Yang,Jimmy
%K Finance
%B North American Journal of Economics and Finance
%V 52
%P 101-165
%8 2020
%G eng
%2 a
%4 202763464704
%$ 202763464704