Skip navigation
Home
Researchers
Departments
Publications
Post-Print
About
Sign on to:
My DSpace
Edit Account details
NCCU Academic Hub
Research Outputs
Browsing by Author
杜化宇
Enter a last name
Or, select a letter below to browse by last name
0-9
A
B
C
D
E
F
G
H
I
J
K
L
M
N
O
P
Q
R
S
T
U
V
W
X
Y
Z
In order:
Ascending
Descending
Results/Page
5
10
15
20
25
30
35
40
45
50
55
60
65
70
75
80
85
90
95
100
Authors/Record:
All
1
5
10
15
20
25
30
35
40
45
50
Showing results 12 to 31 of 111
< previous
next >
Date
Title
Author(s)
6-Oct-2010
Improving Portfolio Value-at-Risk Estimation with a Time-varying Copula Approach: An Illustration of Model Risk
杜化宇
6-Oct-2010
The Information Asymmetry of A and B Shares in China: Which One Dominates the Market
杜化宇
6-Oct-2010
Information Content of Option Volume Imbalance on the Pre-open Extended Trading Session in Taiwan Stock Index Options
杜化宇
5-Nov-2008
The Innovations of E-mini Contracts and Futures Price Volatility Components? The Empirical Investigation of S&P 500 Stock Index Futures
Tu, Anthony H. ;Ming-Chun Wang; 杜化宇
12-Sep-2009
Interest Rate Risk of Life Insurance Companies
鄭淑芳
27-Oct-2008
Introduction to Futures and Options Markets
杜化宇
21-Nov-2018
Jump Spillover in Energy Futures Markets: The Bayesian Viewpoint
Liu, Qingfu; 杜化宇; Tu, Anthony
30-Oct-2008
Management of Foreign Trade and Investment: Taiwan`s Experiences and the Implications for Central Asia
杜化宇
27-Oct-2008
Management of Foreign Trade and Investment: Taiwan`s Experiences and the Implications for Central Asia
杜化宇
24-Aug-2015
Market imperfections and the information content of implied and realized volatility
Wong, Woon K.;Tu, Anthony H.; 杜化宇
27-Oct-2008
Market Imperfections and the Information Content of Implied Volatility:From GARCH Modelling of TAIEX Returns
杜化宇
27-Oct-2008
Mean 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-2010
Oil and Stock Price: Identification with Heteroskedasticity
杜化宇
9-May-2016
Regime-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-2008
Return Volatility and Short-term Capital Inflows: A Test of Return-Chasing Hypothesis in Asia-Pacific Equity Markets
Tu, Anthony H. ;Shen-Yuan Chen; 杜化宇
18-Sep-2009
S&P500指數期貨之錯價與交易量之非線性關係─以門檻自我迴歸分析
陳筱竹; Chen, Hsiao-Chu
5-Nov-2008
The Shift of Weekend Effects in Taiwan`s Equity Index Return:Index Futures Listings or Other Alternative Explanations
杜化宇
5-Nov-2008
The Study of Cointegration and Variance Decomposition among National Equity Indices before and during the period of the Asian Financial Crisis
Tu, Anthony H. ;Hsiao-Ching Sheng; 杜化宇
18-May-2015
Testing for the feedback effect in the regression hedge ratio
Chen, L.;Tu, Anthony H.;Zeng, Y.; 杜化宇
15-Sep-2015
The Effects of `Fear` on Volatility-Trading Volume Relationship: Evidence from Taiwan`s Markets during the Financial Tsunami
Chang, Matthew C.;Tu, Anthony H.; 杜化宇