Showing results 1 to 20 of 83
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| Date | Title | Author(s) |
| 8-Dec-2015 | A recursive formula for a participating contract embedding a surrender option under regime-switching model with jump risks: Evidence from stock indices | 林士貴; Lin, Shih-Kuei;Lin, Chien-Hsiu;Chuang, Ming-Che;Chou, Chia-Yu |
| 9-Jan-2018 | Analysis of Risk Management Strategies for Contingent Convertible Bonds=或有可轉債之風險管理策略分析 | 林士貴; Lin, Shih-Kuei;Chen, Ting-Fu;Lin, Chien-Tsang |
| 19-Dec-2019 | Analysis of the Risk Management Strategies for Contingent Convertible Bonds | 林士貴; Lin, Shih-Kuei; 陳亭甫; Chen, Ting-Fu; 林建璋; Lin, Chien-Tsang |
| 27-Mar-2014 | Application of Hidden Markov Switching Moving Average Model in Stock Markets: Theory and Empirical Evidence | Lin, Shih-Kuei;Wang, S. Y.;Tsai, P. L.; 林士貴 |
| 14-May-2018 | Causality Effect of Returns, Continuous Volatility and Jumps: Evidence from the U.S. and European Index Futures Markets | 廖四郎; Liao, Szu-Lang; 林士貴; Lin, Shih-Kuei; 廖志偉; Liao, Chih-Wei |
| 23-Aug-2017 | Empirical analysis of stock indices under a regime-switching model with dependent jump size risks | 林士貴; Hsu, Yuan-Lin; Lin, Shih-Kuei; Hung, Ming-Chin; Huang, Tzu Hui |
| 27-Mar-2014 | Empirical Performance and Asset Pricing in Hidden Markov Model | Fuh, Cheng-Der ; Hu, Inchi ; Lin, Shih-Kuei; 林士貴 |
| 18-Sep-2009 | Empirical Performance and Asset Pricing in Markov Jump Diffusion Models | 林士貴; Lin, Shih-Kuei |
| 6-Jul-2023 | ESG評分於美國銀行業經營績效之影響 | 葉兆揚; Yeh, Jhao-Yang |
| 27-Mar-2014 | Estimation of Housing Price Jump Risks and Impact on the Valuation of Mortgage Insurance Contacts | Chen, Ming-Chi;Chang, Chia-Chien;Lin, Shih-Kuei;Shyu, D.; 林士貴 |
| 21-Jan-2021 | Excess volatility and market efficiency in government bond markets: the ASEAN-5 context | 林士貴; Lin, Shih-Kuei; Liao , Szu-Lang; Wong, Shao-Jye; Tang, Kin-Boon |
| 18-Sep-2017 | Fair valuation of mortgage insurance under stochastic default and interest rates | 林士貴; Wu, Yang-Che; Huang, Yi-Ting; Lin, Shih-Kuei; Chuang, Ming-Che |
| 28-Apr-2016 | FUZZY ARCH模式的建構與預測：以台灣加權指數為例 | 林士貴 |
| 4-Jan-2017 | G-10國家匯率動態過程與選擇權評價：馬可夫調控模型之實證 | 吳安琪 |
| 1-Jul-2021 | GSMM模型下可贖回固定期限交換價差區間計息型商品評價與敏感度分析 | 黃子瑋; Huang, Zi-Wei |
| 1-Feb-2021 | IFRS 17下保單貸款行為對準備金的影響：以10年期生死合險為例 | 吳浚和; Wu, Chun-He |
| 31-Mar-2014 | An Importance Sampling Method to Evaluate Value-at-Risk for Assets with Jump Risks | Wang, R. H.;Lin, Shih-Kuei;Fuh, C. D.; 林士貴 |
| 19-Dec-2019 | Lévy與GARCH-Lévy過程之選擇權評價與實證分析：台灣加權股價指數選擇權為例 | 林士貴; Lin, Shih-Kuei; 吳仰哲; Lin, S. K.; Wu, Yang-Che; 廖四郎; Liao, Szu-Lang |
| 17-Jun-2021 | Option pricing under stock market cycles with jump risks: evidence from the S | 林士貴; Lin, Shih-Kuei; Wang, Shin-Yun Wang; Chuang, Ming-Che; Shyu , So-De |
| 27-Oct-2014 | Pricing and Hedging European Energy Derivatives: A Case Study of WTI Oil Options | 林士貴; Hsu,Chih-Chen ;Lin,Shih-Kuei ;Chen,Ting-Fu |