| Jump variance risk: Evidence from option valuation and stock returns HL Chang, YC Chang, HW Cheng, PH Peng, K Tseng Journal of Futures Markets 39 (7), 890-915, 2019 | 9 | 2019 |
| Cryptocurrency return dependency and economic policy uncertainty KC Yen, WY Nie, HL Chang, LH Chang Finance Research Letters 56, 104182, 2023 | 4 | 2023 |
| Cryptocurrency Momentum and VIX premium HL Chang, WY Nie, LH Chang, HW Cheng, KC Yen Finance Research Letters 57, 104196, 2023 | 2 | 2023 |
| Cryptocurrency Dependency of Realized Variance and Economic Policy Uncertainty WY Nie, HL Chang, KC Yen Available at SSRN 4603164, 2023 | | 2023 |
| Option Valuation with Nonmonotonic Pricing Kernel and Embedded Volatility Component Premiums. HL Chang, HW Cheng, YD Lei, JT Tsai Journal of Derivatives 30 (4), 2023 | | 2023 |
