Jump variance risk: Evidence from option valuation and stock returns
Chang, Hsuan‐Ling, Chang, Yen‐Cheng, Cheng, Hung‐Wen, Peng, Po‐Hsiang, Tseng, Kevin
Published in The journal of futures markets (01.07.2019)
Published in The journal of futures markets (01.07.2019)
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Journal Article
Long-term field calibration of low-cost metal oxide VOC sensor: Meteorological and interference gas effects
Hong, Gung-Hwa, Le, Thi-Cuc, Lin, Guan-Yu, Cheng, Hung-Wen, Yu, Jhih-Yuan, Dejchanchaiwong, Racha, Tekasakul, Perapong, Tsai, Chuen-Jinn
Published in Atmospheric environment (1994) (01.10.2023)
Published in Atmospheric environment (1994) (01.10.2023)
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Journal Article
A note on mean squared prediction error under the unit root model with deterministic trend
Yu, Shu-Hui, Lin, Chien-Chih, Cheng, Hung-Wen
Published in Journal of time series analysis (01.03.2012)
Published in Journal of time series analysis (01.03.2012)
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Journal Article
Applying traditional knowledge to resilience in coastal rural villages
Chen, Tzu-Ling, Cheng, Hung-Wen
Published in International journal of disaster risk reduction (01.08.2020)
Published in International journal of disaster risk reduction (01.08.2020)
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Journal Article
Asset Liability Management of Longevity and Interest Rate Risks: Using Survival-Mortality Bonds
Lin, Tzuling, Tsai, Cary Chi-Liang, Cheng, Hung-Wen
Published in North American actuarial journal (02.01.2023)
Published in North American actuarial journal (02.01.2023)
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Journal Article
Quartz-Blazed Grating Applied on Autostereoscopic Display
Chen, Chien-Yue, Deng, Qing-Long, Lin, Bor-Shyh, Hung, Wen-Cheng
Published in Journal of display technology (01.08.2012)
Published in Journal of display technology (01.08.2012)
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Journal Article
Empirical performance of component GARCH models in pricing VIX term structure and VIX futures
Cheng, Hung-Wen, Chang, Li-Han, Lo, Chien-Ling, Tsai, Jeffrey Tzuhao
Published in Journal of empirical finance (01.06.2023)
Published in Journal of empirical finance (01.06.2023)
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Journal Article
Cryptocurrency Momentum and VIX premium
Chang, Hsuan-Ling, Nie, Wei-Ying, Chang, Li-Han, Cheng, Hung-Wen, Yen, Kuang-Chieh
Published in Finance research letters (01.11.2023)
Published in Finance research letters (01.11.2023)
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Journal Article
The post-annealing effects on the Stokes photoluminescence spectra of erbium-doped KNbO3 polycrystalline
WEN, Cheng-Hung, CHUG, Sheng-Yuan, WEN, Cheng-Kuo
Published in Journal of crystal growth (01.09.2004)
Published in Journal of crystal growth (01.09.2004)
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Journal Article
Photoluminescence of Erbium-Doped Potassium Tantalate Niobate Polycrystalline
Wen, Cheng-Hung, Chu, Sheng-Yuan, Shin, Yan-Yu, Wen, Cheng-Kuo
Published in Japanese Journal of Applied Physics (01.07.2006)
Published in Japanese Journal of Applied Physics (01.07.2006)
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Journal Article
Price bounds of mortality-linked security in incomplete insurance market
Huang, Yu-Lieh, Tsai, Jeffrey Tzuhao, Yang, Sharon S., Cheng, Hung-Wen
Published in Insurance, mathematics & economics (01.03.2014)
Published in Insurance, mathematics & economics (01.03.2014)
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Journal Article