Jui-Cheng Hung

Economics and Econometrics · 2008

A researcher in the Science corpus: 1 paper; trusts 8 researchers and is trusted by 2 researchers here, as inferred from the citation graph.

Subfields

Whom Jui-Cheng Hung trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Robert F. Engle
  2. Monica Billio
  3. J. Cabedo
  4. P. Giot
  5. Perry Sadorsky
  6. Juri Marcucci
  7. Tim Bollerslev
  8. Loriana Pelizzon
  9. Sébastien-Yves Laurent
  10. Peter F. Christoffersen

Who trusts Jui-Cheng Hung overall

  1. Limin Du
  2. Yanan He

Papers from Jui-Cheng Hung's perspective

Ordered by how strongly the researchers Jui-Cheng Hung trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Generalized autoregressive conditional heteroskedasticity
  2. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
  3. Value-at-Risk: a multivariate switching regime approach
  4. How Relevant is Volatility Forecasting for Financial Risk Management? (Review of Economics and Statistics)
  5. Value-at-Risk for long and short trading positions
  6. Modelling daily value-at-risk using realized volatility and arch type models
  7. Forecasting Stock Market Volatility with Regime-Switching GARCH Models
  8. Value at Risk: The New Benchmark for Managing Financial Risk
  9. Selection of Value-at-Risk models
  10. Modeling and forecasting petroleum futures volatility

Their papers