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Showing items 376-400 of 1807. (73 Page(s) Totally)
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DateTitleAuthors
2009-10 Princing and Hedging of Quanto Range Accrual Notes under Guassian HJM with Cross-Currency Levy Processes 廖四郎; 徐保鵬; Liao, Szu-Lang; Hsu, Pao-Peng
2017 Product market competition, R&D investment choice, and real earnings management 廖四郎; Hsiao, Hsiao-Fen; Liao, Szu-Lang; Su, Chi-Wei; Sung, Hao-Chang
2016-01 Productivity Changes in Pre-Crisis Western European Banks: Does scale effect really matter? 黃台心; 李起銓; 黃台心
2016-01 Productivity Changes in Pre-Crisis Western European Banks: Does scale effect really matter? 李起銓; 黃台心
2011-01 Quantitative mapping of scientific research-The case of electrical conducting polymer nanocomposite Lee, Pei-Chun; Su, H.-N.; 李培均
2008 Quanto Average Rate Options on a Lognormal Interest Rate Model 陳瑞彬; 陳松男; 吳庭斌
2009 The random walk hypothesis revisited: evidence from the 16 OECD stock prices Shen, Chung-Hua; Chen, Shyh-Wei; 沈中華
1995 A Re-examination of the Pork Bellies Futures Price Under Price Limit 沈中華
2007-05 Real Effect of Money on Real Stock Price in Taiwan Chen, Shyh-Wei; Shen, Chung-Hua; 沈中華
2001 Real Option and Product Life Cycles 廖四郎; C. S. Cheng; L. K. Hu
2017-06 Realized Jump Risks in the U.S. TB and TIPS Markets 林士貴; Lin, Shih-Kuei; Chuang, Ming-Che; Shyu, So-De; Wu, An-Chi
2007-07 Reconfirming Non-linearity in the Stock Price-Dividend Relation: Evidence from Long Span Data for the U.S. Chen, Shyh-Wei; Shen, Chung-Hua; 沈中華
2014-02 A Recursive Formula for a Participating Contract Embedding a Surrender Option under a Regime-switching Model with Jump Risk: Evidence From The S&P 500 Stock Index Lin, Shih-Kuei; Lin, Chien-Hsiu; Chuang, Ming-Che; Chou, Chia-Yu; 林士貴; 林建秀
2008 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
2012-08 The Relation between Equity-based Compensation and Managerial Risk-taking: Evidence from China 廖四郎; Huang, Yi-Ting; Wu, Ming-Cheng; Liao, Szu-Lang
2010-07 A relaxed cutting plane algorithm for solving the Vasicek-type forward interest rate model Chen, Homing; Hu, C.-F.; 陳宏銘
2020-01 Relevance of the disposition effect on the options market: New evidence 江彌修; Chiang, Mi-Hsiu; Chiu, Hsin‐Yu; Chou, Robin K.
2017 Residential water demand and water waste in Taiwan Hung, Ming-Feng; Chie, Bin-Tzong; Huang, Tai-Hsin; 黃台心
1999 Retrieving the vanishing liquidity effect—a threshold vector autoregressive model Shen, Chung-Hua; Thomas Chiang, Chi-Nan; 沈中華
2008-09 Revisited: Are shocks to energy consumption permanent or temporary? New evidence from a panel SURADF approach Hsu, Yi-Chung; Lee, Chien-Chiang; Lee, Chi-Chuan; 李起銓
2014-10 Risk Determinants of Gold Betas 廖四郎; Lian, Yu-Min; Liao, Szu-Lang
2008-07 Risk Exposures in the Asian Emerging Markets 林建秀
2006-09 Risk Management for Linear and Non-Linear Assets: A Bootstrap Method with Importance Resampling to Evaluate Value-at-Risk Lin, Shih-Kuei; Wang, R. H.; Fuh, C. D.; 林士貴
2020-04 Risk Management of Deposit Insurance Corporations with Risk-Based Premiums and Credit Default Swaps 林士貴; Lin, Shih-Kuei; Wu, Yang-Che; Chen, Ting-Fu
2017 Risk of Internationalization on Taiwan Banking Industry 李桐豪; Lee, Tung-Hao; Chih, Shu-Hwa; Cheng, Yu-Chun; 遲淑華

Showing items 376-400 of 1807. (73 Page(s) Totally)
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