Browsing by Author 謝淑貞


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Showing results 7 to 26 of 84 < previous   next >
DateTitleAuthor(s)
25-Nov-2014Large changes in stock prices: Market, liquidity, and momentum effect謝淑貞; Shieh,Shwu-Jane;Lin,Chih-Yung;Ho,Po-Hsin
5-Oct-2020Large Changes in Stock Returns謝淑貞; Shieh, Shwu-Jane; 黃詠嵐
3-Dec-2008Long Memory and Sampling Frequencies: Evidence in Stock Index Futures Markets謝淑貞; Shieh,Shwu-Jane
3-Dec-2008Long-memory in Stock Index Futures Markets: A Value-at-Risk ApproachTang,Ta-Lun; Shieh,Shwu-Jane; 謝淑貞
12-Jun-2018Market Timing and Seasoned Equity Offerings謝淑貞; Shieh, Shwu-Jane; 劉佩芸; Liu, Pei-Yun
14-Sep-2009Multifractal Analysis for the Stock Index Futures Returns with Wavelet Transform Modulus Maxima洪榕壕; Hung,Jung-Hao
11-Jan-2009The Nonlinear Dynamics in Minute-by-Minute Stock Index Basis謝淑貞
11-Jan-2009On Mean Reversion in Stock Index Futures Markets謝淑貞
11-Sep-2009Pricing kth-to-Default Swaps: Copula Methods賴偉聖
14-Sep-2009Pricing for First-to-Default Credit Default Swap with Copula林智勇; Lin,Chih Yung
25-Nov-2014REGIME-SWITCHED VOLATILITY OF BRENT CRUDE OIL FUTURES WITH MARKOV-SWITCHING ARCH MODEL謝淑貞; CHIU,TIEN-YU;SHIEH,SHWU-JANE
25-Nov-2014Statistical analysis of the overnight and daytime return謝淑貞; Wang,Fengzhong ; Shieh,Shwu-Jane; Shlomo Havlin; H. Eugene Stanley
28-Jul-2021The U.S. Economy during the two Most Recent Crises: Evidence from The Stock and Oil Markets謝淑貞; Shieh, Shwu-Jane
3-Dec-2008Value-at-Risk Analysis for Long Term Interest Rate Futures: Fat-Tail and Long Memory in Return InnovationsWu,Ping-Tsung;Shieh,Shwu-Jane; 謝淑貞
3-Dec-2008Value-at-Risk Analysis for Taiwan Stock Index Futures Market謝淑貞
1-Jul-2020上市櫃公司每月營收宣告對股價之影響邱廉松; Chiu, Lien-Sung
18-Sep-2009上市電子公司調升、調降財測宣告效果之研究吳國鼎
18-Apr-2007代理權的決定謝淑貞
29-Apr-2016代理賽局於銀行信用放款之應用劉尚銘; Liu, Shang Ming
11-Sep-2009以FIGARCH模型估計長期利率期貨風險值吳秉宗; Wu,Pinh-Tsung