政大學術集成

Jump to: [Chinese Items] [0-9] [ A B C D E F G H I J K L M N O P Q R S T U V W X Y Z ]

or enter the first few letters:

Showing items 376-400 of 1812. (73 Page(s) Totally)
<< < 11 12 13 14 15 16 17 18 19 20 > >>
View [10|25|50] records per page

Date	Title	Authors
2018	Pricing the Deflation Protection Option in TIPS Using an HJM Model with Inflation- and Interest-Rate Jumps	林士貴; Lin, Shih-Kuei; Chuang, Ming-Che; Chiang, Mi-Hsiu
2012-12	The Pricing, Credit Risk Decomposition and Hedging Analysis of CPDOs under the Levy Jump-Diffusion Model	江彌修; Chiang,Mi-Hsiu
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

Showing items 376-400 of 1812. (73 Page(s) Totally)
<< < 11 12 13 14 15 16 17 18 19 20 > >>
View [10|25|50] records per page

Collection

Siblings

Community Statistics

Top Upload

Top Download

Recent Submissions