| Information environment and investor behavior YC Chang, HW Cheng Journal of Banking & Finance 59, 250-264, 2015 | 25 | 2015 |
| 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 |
| A note on mean squared prediction error under the unit root model with deterministic trend SH Yu, CC Lin, HW Cheng Journal of Time Series Analysis 33 (2), 276-286, 2012 | 8 | 2012 |
| Price bounds of mortality-linked security in incomplete insurance market YL Huang, JT Tsai, SS Yang, HW Cheng Insurance: Mathematics and Economics 55, 30-39, 2014 | 5 | 2014 |
| Ensuring more is better: on the simultaneous application of stock and options data to estimate the GARCH options pricing model C Chang, C Hung-Wen, CD Fuh Journal of Derivatives 26 (1), 7-25, 2018 | 4 | 2018 |
| Pricing mortality-linked securities with transformed gamma distribution HW Cheng, CF Tzeng, MH Hsieh, JT Tsai Academia Economic Papers 42 (2), 271, 2014 | 4 | 2014 |
| Empirical performance of component GARCH models in pricing VIX term structure and VIX futures HW Cheng, LH Chang, CL Lo, JT Tsai Journal of Empirical Finance 72, 122-142, 2023 | 3 | 2023 |
| Model specification of conditional jump intensity: evidence from S&P 500 returns and option prices HW Cheng, CL Lo, JT Tsai The North American Journal of Economics and Finance 54, 100841, 2020 | 3 | 2020 |
| Cryptocurrency Momentum and VIX premium HL Chang, WY Nie, LH Chang, HW Cheng, KC Yen Finance Research Letters 57, 104196, 2023 | 2 | 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 |
| Distribution systems and the quality of business: an empirical test on individual health insurance HW Cheng, CF Tzeng, MH Hsieh, JT Tsai Academia Economic Papers 42 (2), 232-267, 2014 | | 2014 |
