Showing results 1 to 20 of 84
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| Date | Title | Author(s) |
| 19-Oct-2021 | 107年度年假疏運及交通安全宣導 | 謝淑貞; Shieh, Shwu-Jane |
| 2-Sep-2013 | 2008金融海嘯前後現金持有跟負債量之探討 | 鍾志宏 |
| 6-Oct-2010 | Bayesian Learning in Dynamic Large Games | 謝淑貞 |
| 2-Jun-2021 | Empirical Analysis on the Swap Point | 謝淑貞; Hsieh, Shu-Chen |
| 7-Aug-2019 | ETF成交量與 VIX 指數之關聯性 | 胡庭翰; Hu, Ting-Han |
| 3-Dec-2008 | Evolution of Momentum and Popularity | 謝淑貞; Shieh,Shwu-Jane |
| 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 |