Jui-Cheng Hung

Chinese Culture University - Department of Banking and Finance

Associate Professor

Yaipei, 111

Taiwan

http://crbbbf.pccu.edu.tw/files/15-1142-6868,c3832-1.php

  • Chinese Culture University - Department of Banking and Finance

SCHOLARLY PAPERS

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Scholarly Papers (2)

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1.

The Economic Value of Bitcoin: A Volatility Timing Perspective with Portfolio Rebalancing

Downloads 140 (350,521)

The Economic Value of Bitcoin: A Volatility Timing Perspective with Portfolio Rebalancing

Number of pages: 25 Posted: 08 Oct 2022
Jui-Cheng Hung, Hung-Chun Liu and J. Jimmy Yang
Chinese Culture University - Department of Banking and Finance, Chung Yuan Christian University and Oregon State University
Downloads 92 (478,042)

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Bitcoin, Volatility timing, realized volatility, Portfolio rebalancing, RGARCH

The Economic Value of Bitcoin: A Volatility Timing Perspective with Portfolio Rebalancing

Number of pages: 27 Posted: 19 Oct 2023
Jui-Cheng Hung, Hung-Chun Liu and J. Jimmy Yang
Chinese Culture University - Department of Banking and Finance, Chung Yuan Christian University and Oregon State University
Downloads 26 (849,735)

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Bitcoin, Volatility timing, Portfolio rebalancing, RGARCH, Futures

The Economic Value of Bitcoin: A Volatility Timing Perspective with Portfolio Rebalancing

Number of pages: 27 Posted: 19 Oct 2023
Jui-Cheng Hung, Hung-Chun Liu and J. Jimmy Yang
Chinese Culture University - Department of Banking and Finance, Chung Yuan Christian University and Oregon State University
Downloads 22 (887,455)

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Bitcoin, Volatility timing, Portfolio rebalancing, RGARCH, Futures

2.

Volatility Forecasts: Do Volatility Estimators and Evaluation Methods Matter?

Journal of Futures Markets, Forthcoming
Number of pages: 31 Posted: 28 Aug 2013 Last Revised: 17 Sep 2013
I-Ming Jiang, Jui-Cheng Hung and Chuan-San Wang
Faculty of Finance, College of Management, Yuan Ze University, Chinese Culture University - Department of Banking and Finance and National Taiwan University - The Department and Graduate Institute of Accounting
Downloads 122 (389,182)

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Range-based and return-based estimators, risk management, option pricing, market risk capital requirements