@article {1975571, title = {Does the tail risk index matter in forecasting downside risk?}, journal = {International Journal of Finance and Economics}, year = {2022}, month = {2022}, pages = {1-16}, keywords = {Finance}, author = {Hung,Jui-Cheng and Liu,Hung-Chun and Yang,Jimmy} } @article {1975591, title = {Trading activity and price discovery in Bitcoin futures markets}, journal = {Journal of Empirical Finance}, volume = {62}, year = {2021}, month = {2021}, pages = {107-120}, keywords = {Finance}, author = {Hung,Jui-Cheng and Liu,Hung-Chun and Yang,Jimmy} } @article {1975611, title = {Improving the realized GARCH{\textquoteright}s volatility forecast for Bitcoin with jump-robust estimators}, journal = {North American Journal of Economics and Finance}, volume = {52}, year = {2020}, month = {2020}, pages = {101-165}, keywords = {Finance}, author = {Hung,Jui-Cheng and Liu,Hung-Chun and Yang,Jimmy} }