SHWU-JANE SHIEH
Tel:(02)29393091#81229
| Date | Title | Type | Full Text |
|---|---|---|---|
| 2017-09 | Market Timing and Seasoned Equity Offerings | article | web page(497) |
| 2012-02 | Large changes in stock prices: Market, liquidity, and momentum effect | article | pdf(993) |
| 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) |
| 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) |
| 2003 | 台灣實施庫藏股制度之宣告效果 | article | pdf(1754) |
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