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Browsing by Author 杜化宇


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Showing results 7 to 26 of 111 < previous   next >
DateTitleAuthor(s)
6-Oct-2010Default Correlation at the Sovereign Level: Evidence from Latin American Markets杜化宇
22-Jun-2015Default correlation at the sovereign level: Evidence from some latin american marketsChen, Y.-H.;Wang, K.;Tu, Anthony H.; 杜化宇
5-Nov-2008The Demand of Flexibility and Bank`s Loan Decisions杜化宇
30-Oct-2008The Demand of Flexibility and Loan Decision Under Uncertain Interest Rate杜化宇
27-Oct-2008Dependence Structure between CDS Return and Kurtosis of Equity Return Distribution of the Reference Entity杜化宇
6-Oct-2010Improving Portfolio Value-at-Risk Estimation with a Time-varying Copula Approach: An Illustration of Model Risk杜化宇
6-Oct-2010The Information Asymmetry of A and B Shares in China: Which One Dominates the Market杜化宇
6-Oct-2010Information Content of Option Volume Imbalance on the Pre-open Extended Trading Session in Taiwan Stock Index Options杜化宇
5-Nov-2008The Innovations of E-mini Contracts and Futures Price Volatility Components? The Empirical Investigation of S&P 500 Stock Index FuturesTu, Anthony H. ;Ming-Chun Wang; 杜化宇
12-Sep-2009Interest Rate Risk of Life Insurance Companies鄭淑芳
27-Oct-2008Introduction to Futures and Options Markets杜化宇
21-Nov-2018Jump Spillover in Energy Futures Markets: The Bayesian ViewpointLiu, Qingfu; 杜化宇; Tu, Anthony
30-Oct-2008Management of Foreign Trade and Investment: Taiwan`s Experiences and the Implications for Central Asia杜化宇
27-Oct-2008Management of Foreign Trade and Investment: Taiwan`s Experiences and the Implications for Central Asia杜化宇
24-Aug-2015Market imperfections and the information content of implied and realized volatilityWong, Woon K.;Tu, Anthony H.; 杜化宇
27-Oct-2008Market Imperfections and the Information Content of Implied Volatility：From GARCH Modelling of TAIEX Returns杜化宇
27-Oct-2008Mean Reversion Tests of Put-Call Parity for Equity Index Options with Randomization and Bayesian Gibbs Sampling Viewpoint：S&P500 versus DAX杜化宇
6-Oct-2010Oil and Stock Price: Identification with Heteroskedasticity杜化宇
9-May-2016Regime-Switching GARCH 模型在短期利率波動行為上的再探討：波動度均數復歸的重要性張敏宜
5-Nov-2008Return Volatility and Short-term Capital Inflows: A Test of Return-Chasing Hypothesis in Asia-Pacific Equity MarketsTu, Anthony H. ;Shen-Yuan Chen; 杜化宇
Showing results 7 to 26 of 111 < previous   next >