Publications-期刊論文

Showing 1-10 of 10
Date Title Type Full Text Scopus WOS Altmetric
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)
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