Showing results 7 to 26 of 84
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Date | Title | Author(s) |
25-Nov-2014 | Large changes in stock prices: Market, liquidity, and momentum effect | 謝淑貞; Shieh,Shwu-Jane;Lin,Chih-Yung;Ho,Po-Hsin |
5-Oct-2020 | Large Changes in Stock Returns | 謝淑貞; Shieh, Shwu-Jane; 黃詠嵐 |
3-Dec-2008 | Long Memory and Sampling Frequencies: Evidence in Stock Index Futures Markets | 謝淑貞; Shieh,Shwu-Jane |
3-Dec-2008 | Long-memory in Stock Index Futures Markets: A Value-at-Risk Approach | Tang,Ta-Lun; Shieh,Shwu-Jane; 謝淑貞 |
12-Jun-2018 | Market Timing and Seasoned Equity Offerings | 謝淑貞; Shieh, Shwu-Jane; 劉佩芸; Liu, Pei-Yun |
14-Sep-2009 | Multifractal Analysis for the Stock Index Futures Returns with Wavelet Transform Modulus Maxima | 洪榕壕; Hung,Jung-Hao |
11-Jan-2009 | The Nonlinear Dynamics in Minute-by-Minute Stock Index Basis | 謝淑貞 |
11-Jan-2009 | On Mean Reversion in Stock Index Futures Markets | 謝淑貞 |
11-Sep-2009 | Pricing kth-to-Default Swaps: Copula Methods | 賴偉聖 |
14-Sep-2009 | Pricing for First-to-Default Credit Default Swap with Copula | 林智勇; Lin,Chih Yung |
25-Nov-2014 | REGIME-SWITCHED VOLATILITY OF BRENT CRUDE OIL FUTURES WITH MARKOV-SWITCHING ARCH MODEL | 謝淑貞; CHIU,TIEN-YU;SHIEH,SHWU-JANE |
25-Nov-2014 | Statistical analysis of the overnight and daytime return | 謝淑貞; Wang,Fengzhong ; Shieh,Shwu-Jane; Shlomo Havlin; H. Eugene Stanley |
28-Jul-2021 | The U.S. Economy during the two Most Recent Crises: Evidence from The Stock and Oil Markets | 謝淑貞; Shieh, Shwu-Jane |
3-Dec-2008 | Value-at-Risk Analysis for Long Term Interest Rate Futures: Fat-Tail and Long Memory in Return Innovations | Wu,Ping-Tsung;Shieh,Shwu-Jane; 謝淑貞 |
3-Dec-2008 | Value-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 |