政大學術集成

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Showing items 151-175 of 1830. (74 Page(s) Totally)
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DateTitleAuthors
2002 Dynamic Asset Allocation under Controlled Downside Risk 陳志成
2011-09 Dynamic Conditional Correlation Analysis in International Real Estate Security Markets 陳靜宜; 廖四郎; Chen, Jing-Yi; Liao, Szu-Lang
2015-03 Dynamic demand for residential electricity in Taiwan under seasonality and increasing-block pricing Hung, M.-F.; Huang, Taihsin; 黃台心
2007-09 Earnings Management and Corporate Governance in Asia's Emerging Markets Shen, Chung-Hua; Chih, Hsiang-Lin; 沈中華; 池祥麟
2012-06 Earnings Manipulation, Corporate Governance and Executive Stock Option Grants: Evidence from Taiwan Wu, Ming-Cheng; Huang, Yi-Ting; Chen, Yi-Jing; 黃怡婷
2010-11 Economic Determinates of Default Risks and Their Impacts on Credit Derivative Pricing 廖四郎; LIAO,SZU-LANG; CHANG,JUI-JANE
2011-02 The effect of exchange-rate uncertainty on unemployment in three developing Asian countries: evidence from bivariate GARCH approach Shen, Chung-Hua; Chang, Shu-Chen; 沈中華
2007 The effects of bonus systems on firm performance in Taiwan's high-tech sector Shen, Chung-Hua; Han, Tzu-Shian; 沈中華
2006-12 Effects of Macroeconomic Conditions and Firm-Level Productivity on Optimal Capital Structure: Theory and Evidence 廖四郎; 黃星華; Liao,Szu-Lang; Huang,Hsing-Hua
2001 An Efficient Multinimial-Based Method of Option Pricing 廖四郎
2003 An Efficient Tree Method of Option Pricing under Stochastic Interest Rates 廖四郎
2010-09 An Efficient Valuation and Hedging of Constant Maturity Swap Products under BGM Model 廖四郎; Liao, Szu-Lang; Tsai, Hung-Pin; Lin, Shih-Kuei
2010-06 Elucidating Asymmetric Volatility in Asset Returns and Optimizing Portfolio Choice Using Time-Changed Lévy Processes 陳正暉; 廖四郎; Chen, Zheng-Hui; Liao, Szu-Lang
2010-06 Elucidating Asymmetrical Volatility in Asset Returns and Optimizing Portfolio Choice Using Time-Changed Levy Processes 陳正暉; Chen, Zheng-Hui; 廖四郎; Liao, Szu-Lang
2011 The elusive effect of bank size on profits Shen, Chung-Hua; Wu, Meng-Wen; 沈中華
2012-12 Empirical Analysis and Option Pricing under Regime Switching Model with Dependent Jump Size Risks 林士貴; 劉惠美; 陳亭甫; 林琮偉; Lin, Shih-Kuei; Liu, Hui-Mei; Chen, Tingfu; Lin, Tsung-Wei
2016-04 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
2004 Empirical estimation of production risk using a cost function with panel data 黃台心; Huang,Tai-Hsin
2003 Empirical Performance and Asset Pricing in Hidden Markov Model Fuh, Cheng-Der; Hu, Inchi; Lin, Shih-Kuei; 林士貴
2011-07 An Empirical Study of Bank Efficiencies and Technology Gaps in European Banking HUANG, TAI-HSIN; CHIANG, LI-CHIH; CHEN, KUAN-CHEN; 黃台心; 姜麗智; 陳振寬
2011-07 An Empirical Study of Bank Efficiencies and Technology Gaps in European Banking 黃台心; Huang,Tai-Hsin; Chiang,Li-Chih; Chen,Kuan-Chen
2007 An empirical study of the asymmetric cointegration relationships among the Chinese stock markets Shen, Chung-Hua; Chen, Chien-Fu; Chen, Li-Hsueh; 沈中華
2003-07 An empirical study on early surrender: the cointegration approac 陳威光
2003-08 An empirical study on the Lapse Rate: the cointegration approach 蔡政憲; 郭維裕; 陳威光
1994-04 An Empirical Test of Put-Call-Futures-Parity--A Relationship between Index Option and Futures Prices 陳威光

Showing items 151-175 of 1830. (74 Page(s) Totally)
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