| 2021.03 |
我國外幣債劵市場之發展與展望 |
report |
pdf(442) |
| 2021-03 |
The U.S. Economy during the two Most Recent Crises: Evidence from The Stock and Oil Markets |
conference |
pdf(230) |
| 2020-07 |
Empirical Analysis on the Swap Point |
conference |
pdf(265) |
| 2019.11 |
Large Changes in Stock Returns |
conference |
web page(329) |
| 2019 |
新住民生涯規劃與財務管理之研究 |
report |
web page(270) |
| 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(265) |
| 2017-09 |
Market Timing and Seasoned Equity Offerings |
article |
web page(497) |
| 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(993) |
| 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(983) |
| 2009 |
REGIME-SWITCHED VOLATILITY OF BRENT CRUDE OIL FUTURES WITH MARKOV-SWITCHING ARCH MODEL |
article |
pdf(783) |
| 2007 |
信用風險與市場風險 |
report |
pdf(921) |
| 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 |
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| 2006-03 |
Long Memory and Sampling Frequencies: Evidence in Stock Index Futures Markets |
article |
pdf(864) |
| 2006-03 |
Evolution of Momentum and Popularity |
article |
pdf(1229) |
| 2006-02 |
Value-at-Risk Analysis for Long Term Interest Rate Futures: Fat-Tail and Long Memory in Return Innovations |
article |
pdf(910) |
| 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(1047) |
| 2005-07 |
Value-at-Risk for Futures Returns: Evidence from the MSCI Taiwan Index futures markets |
conference |
|
| 2005-04 |
Noise Trades are Inertial |
conference |
|
| 2004-07 |
On Mean Reversion in Stock Index Futures Markets |
conference |
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