SHWU-JANE SHIEH
Tel:(02)29393091#81229
| Date | Title | Type | Full Text |
|---|---|---|---|
| 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) |
| 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 | |
| 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 | |
| 2003-07 | The Nonlinear Dynamics in Minute-by-Minute Stock Index Basis | conference | |
| 2002-12 | ARCH 與量價關係 : 以新台幣/美元匯率為例 | conference | |
| 1998 | Bayesian Learning in Dynamic Large Games | conference |
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