Publications- All

Showing 1-25 of 33
Date Title Type Full Text
2025 投資顧問公司經營模式與台灣新創投資市場成功因素之探討 thesis pdf(0)
2021.03 我國外幣債劵市場之發展與展望 report pdf(583)
2021-03 The U.S. Economy during the two Most Recent Crises: Evidence from The Stock and Oil Markets conference pdf(278)
2020-07 Empirical Analysis on the Swap Point conference pdf(323)
2019.11 Large Changes in Stock Returns conference web page(406)
2019 新住民生涯規劃與財務管理之研究 report web page(372)
2018 經濟部國貿局107學年度選送學生赴新興市場企業實習計畫-印度BENQ report web page(344)
2017-09 Market Timing and Seasoned Equity Offerings article web page(557)
2017 107年度年假疏運及交通安全宣導 report
2012-02 Large changes in stock prices: Market, liquidity, and momentum effect article pdf(1044)
2011 發行新股或公司債(II) report pdf(538)
2010 發行新股或公司債(I) report pdf(532)
2009 Statistical analysis of the overnight and daytime return article pdf(1063)
2009 REGIME-SWITCHED VOLATILITY OF BRENT CRUDE OIL FUTURES WITH MARKOV-SWITCHING ARCH MODEL article pdf(885)
2007 信用風險與市場風險 report pdf(966)
2006-12 Nonlinear Correlated Defaults with Copulas conference
2006-05 Modeling Daily Value-at-risk for MSCI Taiwan Index Futures Returns by using FIGARCH model with Student-t Density conference
2006-04 Volatility Comovement: A Fractional Cointegration Analysis conference
2006-03 Long Memory and Sampling Frequencies: Evidence in Stock Index Futures Markets article pdf(934)
2006-03 Evolution of Momentum and Popularity article pdf(1315)
2006-02 Value-at-Risk Analysis for Long Term Interest Rate Futures: Fat-Tail and Long Memory in Return Innovations article pdf(968)
2005-12 Value-at-Risk Analysis for Taiwan Stock Index Futures Market article
2005-12 Long-memory in Stock Index Futures Markets: A Value-at-Risk Approach article pdf(1127)
2005-07 Value-at-Risk for Futures Returns: Evidence from the MSCI Taiwan Index futures markets conference
2005-04 Noise Trades are Inertial conference