| 2024 | Jui-Cheng Hung; Hung-Chun Liu; J. Jimmy Yang, The economic value of Bitcoin: A volatility timing perspective with portfolio rebalancing, , North American Journal of Economics and Finance, 74, 102260, , pp |
| 2024 | Xueer Zhang, Jui-Cheng Hung, Chien-Liang Chiu, Do price jumps matter in volatility forecasts of US treasury futures?, , Journal of Futures Markets, , pp |
| 2022 | Jui-Cheng Hung; Hung-Chun Liu; J. Jimmy Yang., Does the tail risk index matter in forecasting downside risk?, , International Journal of Finance and Economics, 28(3), Pp.3451-3466., , pp |
| 2022 | Matthew C. Chang; Jui-Cheng Hung; Rebecca Chung-Fern Wu., Disposition, Confidence, and Profits and Losses: Evidence from the Taiwan Warrant Markets, , International Journal of Information and Management Sciences、34(1)、23-50, , pp |
| 2020 | Jui-Cheng Hung; Hung-Chun Liu; J. Jimmy Yang, Trading activity and price discovery in Bitcoin futures markets, , Journal of Empirical Finance、62、Pp.107-120, , pp |
| 2019 | Jui-Cheng Hung, Yu-Hong Liu, I-Ming Jiang, Shuh Liang, Price Discovery and Trading Activity in Taiwan Stock and Futures Markets, , Emerging Markets Finance and Trade、56(5)、Pp.963-976., , pp |
| 2019 | Jui-Cheng Hung; Hung-Chun Liu; J. Jimmy Yang, Improving the realized GARCH’s volatility forecast for Bitcoin with jump-robust estimators, , North American Journal of Economics and Finance、52、101165, , pp |
| 2019 | Jui-Cheng Hung; Jung-Bin Su; Matthew C. Chang; Yi-Hsien Wang, The impact of liquidity on portfolio value-at-risk forecasts., , Applied Economics、52(3)、Pp.242-259, , pp |
| 2017 | 洪瑞成; 邱建良; 葉宗翰, VIX期貨與VIX交易所交易商品價格發現的實證研究, , 期貨與選擇權學刊，11(1)，Pp.39-73, , pp |
| 2015 | 洪瑞成; 王偉權, The Impact of Speculative Trading Activity on Return and Volatility in Taiwan Futures Market, , 期貨與選擇權學刊、9(1)、Pp.103-134, , pp |
| 2015 | Jui-Cheng Hung, Evaluation of realized multi-power variations in minimum variance hedging, , Economic Modelling, 51, Pp.672-679, , pp |
| 2014 | I-Ming Jiang; Jui-Cheng Hung; Chuan-San Wang, Volatility forecasts: do volatility estimators and evaluation methods matter?, , Journal of Futures Markets, 34(11),Pp. 1077-1094, , pp |
| 2013 | Jui-Cheng Hung; Chien-Ming Huang; Chien-Liang Chiu, Financial performance and business risk of futures commission merchants: A panel threshold regression, , Journal of Futures and Options, 6(2), 51-72., , pp |
| 2012 | Chang, Matthew C.; Hung, Jui-Cheng; Chiu, Chien-Liang, One Gold, Two Currencies: Price Discovery between Spot Exchange Rate and Implied Exchange Rate Derived from Futures, , International Journal of Information and Management Sciences 24(1), pp.23-38, , pp |
| 2012 | Hung, Jui-Cheng; Lou, Tien-Wei; Wang, Yi-Hsien; Lee, Jun-De, Evaluating and improving GARCH-based volatility forecasts with range-based estimators, , Applied Economics 45(28), pp.4041-4049, , pp |
| 2010 | Wan-Hsiu Cheng, Jui-Cheng Hung, Skewness and leptokurtosis in GARCH-typed VaR estimation of petroleum and metal asset returns., , Journal of Empirical Finance, 18, 160-173, , pp |
| 2010 | 19. Jui-Cheng Hung, Yi-Hsien Wang, Matthew C. Chang, Kuang-Hsun Shih, Hsiu-Hsueh Kao, Minimum variance hedging with bivariate regime-switching model for WTI crude oil, , Energy, 36, 3050-3057., , pp |
| 2010 | Jung-Bin Su, Jui-Cheng Hung., Empirical analysis of jump dynamics, heavy-tails and skewness on value-at-risk estimation, , Economic Modelling, 28, 1117-1130, , pp |
| 2009 | Jui-Cheng Hung, Hung-Chun Liu, Forecasting S&P100 stock index volatility: the role of volatility asymmetry and distributional assumption in GARCH models., , Expert Systems with Applications, 37, 4928-4934., , pp |
| 2009 | Jui-Cheng Hung, Deregulation and liberalization of the Chinese stock market and the improvement of market efficiency, , Quarterly Review of Economics and Finance, 49(3), 843-857., , pp |
| 2007 | Chiu, Chien-liang; Hung, Jui-cheng, Normal and abnormal information transmissions: evidence from China's stock markets, , Applied Economics Letters 14(12), pp.863-870, , pp |
| 2007 | Jui-Cheng Hung, Ming-Chih Lee, Hung-Chun Liu., Estimation of value-at-risk for energy commodities via fat-tailed GARCH models., , Energy Economics, 30, 1173-1191., , pp |
| 2006 | Jui-Cheng Hung, Shi-Jie Jiang, Chien-Liang Chiu., Jump risk of presidential election: evidence from Taiwan stock foreign exchange markets., , Applied Economics, 39(17), 2231-2240., , pp |
| 2006 | Jui-Cheng Hung, Ming-Chih Lee., Hedging for multi-period downside risk in the presence of jump dynamics and conditional heteroscedasticity., , Applied Economics, 39(18), 2403-2412., , pp |
| 2005 | 洪瑞成; 沈育展; 邱建良; 李命志, 以風險值觀點評論現行信用交易最低擔保維持率水準 – 跳躍擴散模型之應用, , 商管科技季刊6(3)，頁467-489, , pp |
| 2005 | Chiu, Chien-liang; Lee, Ming-chih; Hung, Jui-cheng, Estimation of Value-at-Risk under jump dynamics and asymmetric information, , Applied Financial Economics 15(15), pp.1095-1106, , pp |
| 2005 | Hung, Jui-cheng; Chiu, Chien-liang; Lee, Ming-chih, Hedging with Zero-Value at Risk Hedge Ratio, , Applied Financial Economics 16(3), pp.259-269, , pp |
| 2005 | Chiu, Chien-Liang; Chiang, Shu-Mei; Hung, Jui-Cheng; Chen, Yu-Lung, Clearing margin system in the futures markets—Applying the value-at-risk model to Taiwanese data, , Physica A: Statistical Mechanics and its Applications 367, pp.353-374, , pp |
| 2005 | 林允永; 邱建良; 洪瑞成, 價格跳躍下的風險值估計--以S& P 500現貨、美國30年公債期貨與布蘭特原油期貨為例, , 中原企管評論=Chung Yuan Management Review 3(2)，頁99-130, , pp |
| 2004 | 邱建良; 林卓民; 洪瑞成; 陳逸君, 以風險值的觀點探討現行信用交易之最低擔保維持率, , 企業管理學報62，頁55-77, , pp |
| 2004 | 高峰; 洪瑞成; 姜世杰; 李命志, 價格跳躍下的最適避險策略 －日經225指數現貨與期貨, , 華岡經濟論叢=Hwa Kang Economic Review 4(2)，頁65-90, , pp |
| 2003 | 沈育展; 洪瑞成; 邱建良; 李命志, 日經225指數期貨之避險績效與最適避險策略之探討, , 輔仁管理評論=Fu Jen Management Review 11(1)，頁153-179, , pp |
| 2002 | 邱建良; 林卓民; 洪瑞成, 風險值的探討－外匯投資組合之應用, , 朝陽商管評論2(2)，頁75-102, , pp |