| 2023-07 |
Volatility Targeting with Implied Volatility |
conference |
pdf(465) |
| 2021-06 |
Comparing the Hedging Performance of Inverse and Volatility ETFs - A Dynamic Copula Approach |
conference |
web page(686) |
| 2017-06 |
Country heterogeneity, happiness and income inequality |
conference |
pdf(209) |
| 2016-07 |
技術分析對台灣波動度及規模效果之影響 |
article |
pdf(576) |
| 2016 |
台灣證券市場上從眾行為與市場及橫斷面報酬率間關係之研究(第2年) |
report |
pdf(296) |
| 2013 |
財務困境對台灣股市資產定價異常現象之影響 |
report |
pdf(442) |
| 2012-10 |
資產成長與股票報酬之關係：臺灣實證 |
article |
pdf(1173) |
| 2012-05 |
考量狀態轉換下的銀行利率和匯率風險管理 |
article |
pdf(1154) |
| 2012-03 |
能源價格衝擊與臺灣總體經濟 |
article |
pdf(1383) |
| 2012-03 |
Firm Characteristics, Alternative Factors, and Asset-Pricing Anomalies: Evidence from Japan |
article |
pdf(1668) |
| 2012 |
國際股市之殘差動能 |
report |
pdf(643) |
| 2011-12 |
Trading Mechanisms and Market Quality: Call Markets versus Continuous Auction Markets |
article |
web page(1847) |
| 2011-03 |
技術交易策略在外匯市場無往不利? |
article |
pdf(1288) |
| 2011-03 |
技術交易策略在外匯市場無往不利？ |
article |
pdf(1235) |
| 2011 |
探索市場波動度在技術分析中所提供的訊息 |
report |
pdf(787) |
| 2010-02 |
Do Relative Leverage and Relative Distress Really Explain Size and BM Anomalies? |
article |
pdf(1698) |
| 2010 |
利用日內交易資料建構市場流動性指標 |
report |
pdf(601) |
| 2009-12 |
臺灣上市產業指數之權益存續期間及其結構性變化的研究 |
article |
pdf(1235) |
| 2009-12 |
Volatility, Volume and the Uptick Rule: Evidence |
article |
pdf(1775) |
| 2009-12 |
台灣上市產業指數之權益存續期間及其結構性變化 |
article |
pdf(775) |
| 2009-11 |
動態隱含波動度模型：以臺指選擇權為例 |
article |
pdf(1592) |
| 2009-04 |
開放期貨業赴大陸投資風險管理規範之研究 |
report |
|
| 2009 |
選擇權市場效率性檢定: 隱含波動度成對交易檢定法 |
report |
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| 2009 |
Robust Testing for ARCH by Wavelet Shrinkage |
article |
pdf(1083) |
| 2009 |
Trading Mechanism and Market Quality: Call Markets versus Continuous Auction Markets |
report |
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