| Empirical analysis of jump dynamics, heavy-tails and skewness on value-at-risk estimation JB Su, JC Hung Economic Modelling 28 (3), 1117-1130, 2011 | 60 | 2011 |
| Alternative statistical distributions for estimating value-at-risk: theory and evidence CF Lee, JB Su Review of quantitative finance and accounting 39, 309-331, 2012 | 49 | 2012 |
| Value-at-risk estimates of the stock indices in developed and emerging markets including the spillover effects of currency market JB Su Economic Modelling 46, 204-224, 2015 | 45 | 2015 |
| Value-at-risk in US stock indices with skewed generalized error distribution MC Lee, JB Su, HC Liu Applied Financial Economics Letters 4 (6), 425-431, 2008 | 33 | 2008 |
| Value-at-risk forecasts in gold market under oil shocks WH Cheng, JB Su, YP Tzou Middle Eastern Finance and Economics 4 (2009), 48-64, 2009 | 30 | 2009 |
| Why does skewness and the fat-tail effect influence value-at-risk estimates? Evidence from alternative capital markets JB Su, MC Lee, CL Chiu International Review of Economics & Finance 31, 59-85, 2014 | 18 | 2014 |
| Empirical analysis of long memory, leverage, and distribution effects for stock market risk estimates JB Su The North American Journal of Economics and Finance 30, 1-39, 2014 | 16 | 2014 |
| The interrelation of stock markets in China, Taiwan and Hong Kong and their constructional portfolio's value-at-risk estimate JB Su The Journal of Risk Model Validation 8 (4), 69, 2014 | 14 | 2014 |
| How to mitigate the impact of inappropriate distributional settings when the parametric value-at-risk approach is used JB Su Quantitative Finance 14 (2), 305-325, 2014 | 13 | 2014 |
| Sustainable Returns: The Effect of Regional Industrial Development Policy on Institutional Investors’ Behavior in China WPC Shu Ling Lin, Jun Lu,* Jung-Bin Su Sustainability 10, 2769, 2018 | 12 | 2018 |
| The impact of liquidity on portfolio value-at-risk forecasts JC Hung, JB Su, MC Chang, YH Wang Applied economics 52 (3), 242-259, 2020 | 11 | 2020 |
| The assessment of the United States quantitative easing policy: Evidence from global stock markets JB Su, K Hung International Journal of Finance & Economics 22 (4), 319-340, 2017 | 11 | 2017 |
| How to promote the performance of parametric volatility forecasts in the stock market? a neural networks approach JB Su Entropy 23 (9), 1151, 2021 | 10 | 2021 |
| The Value-at-risk estimate of stock and currency-stock portfolios’ returns JB Su, JC Hung Risks 6 (4), 41, 2018 | 9 | 2018 |
| How the Quantitative Easing Affect the Spillover Effects between the Metal Market and United States Dollar Index? JB Su Journal of Reviews on Global Economics 5, 254-272, 2016 | 6 | 2016 |
| How candlestick features affect the performance of volatility forecasts: Evidence from the stock market JB Su The European Journal of Finance 21 (6), 486-506, 2015 | 6 | 2015 |
| How do financial features affect volatility forecasts? Evidence from the oil market and other markets JB Su Asia Pacific Management Review 23 (2), 95-107, 2018 | 5 | 2018 |
| How does the crisis of the COVID-19 pandemic affect the interactions between the stock, oil, gold, currency, and cryptocurrency markets? JB Su, YS Kao Frontiers in Public Health 10, 933264, 2022 | 4 | 2022 |
| The implementation of asset allocation approaches: Theory and evidence JB Su Sustainability 12 (17), 7162, 2020 | 3 | 2020 |
| Value-at-Risk estimation via a semi-parametric approach: Evidence from the stock markets CF Lee, JB Su Handbook of financial econometrics and statistics, 1399-1429, 2015 | 3 | 2015 |
Cheng-Few LeeRutgers UniversityVerified email at business.rutgers.edu
Cheng-Few LeeRutgers UniversityVerified email at business.rutgers.edu