2017-09 |
Market Timing and Seasoned Equity Offerings |
article |
說明頁(436) |
|
|
|
2012-02 |
Large changes in stock prices: Market, liquidity, and momentum effect |
article |
pdf(934) |
|
|
|
2009 |
Statistical analysis of the overnight and daytime return |
article |
pdf(904) |
|
|
|
2009 |
REGIME-SWITCHED VOLATILITY OF BRENT CRUDE OIL FUTURES WITH MARKOV-SWITCHING ARCH MODEL |
article |
pdf(727) |
|
|
|
2006-03 |
Long Memory and Sampling Frequencies: Evidence in Stock Index Futures Markets |
article |
pdf(818) |
|
|
|
2006-03 |
Evolution of Momentum and Popularity |
article |
pdf(1178) |
|
|
|
2006-02 |
Value-at-Risk Analysis for Long Term Interest Rate Futures: Fat-Tail and Long Memory in Return Innovations |
article |
pdf(838) |
|
|
|
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(989) |
|
|
|
2003 |
台灣實施庫藏股制度之宣告效果 |
article |
pdf(1754) |
|
|
|