| 2017-06 |
Causality Effect of Returns, Continuous Volatility and Jumps: Evidence from the U.S. and European Index Futures Markets |
article |
pdf(471) |
| 2017 |
Product market competition, R&D investment choice, and real earnings management |
article |
pdf(463) |
| 2017 |
Analyzing Target Redemption Forward Contracts under Levy Process |
article |
pdf(441) |
| 2017 |
Influences of Quantitative Easing Policy on Volatility and Correlation among Asian Financial Markets |
article |
pdf(316) |
| 2015-12 |
Option pricing on foreign exchange in a Markov-modulated, incomplete-market economy |
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pdf(609) |
| 2015-07 |
State-dependent jump risks for American gold futures option pricing |
article |
pdf(544) |
| 2015-01 |
Information Transmission of International Stock Market and Domestic Futures Market: Evidence from Taiwan Stock Market |
article |
說明頁(948)說明頁(1033) |
| 2015 |
The Information Transmission Effect and Asset Prices: Evidence from the China B-Share Discount |
article |
pdf(775) |
| 2015 |
The volatility structure of oil futures market returns: an empirical investigation |
article |
說明頁(895) |
| 2015 |
馬可夫調控共同跳躍擴散過程下跨貨幣選擇權之評價及馬可夫調控CIR經濟下海外可轉債評價之實證分析 |
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pdf(303) |
| 2014-10 |
Risk Determinants of Gold Betas |
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說明頁(807) |
| 2014.09 |
Investment of Foreign Financial Institutions in China Banking Sector: A Survival Model Analysis |
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說明頁(1363) |
| 2014.06 |
Currency Hedging Strategy and Analysis of Taiwan Export-Oriented Firms |
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說明頁(1414) |
| 2014-05 |
Illiquidity, Systemic Risk, and Macroprudential Regulation: The Case of Taiwan`s Capital Market |
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pdf(649) |
| 2014.04 |
Pricing gold options under Markov-modulated jump-diffusion processes |
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pdf(847) |
| 2014-03 |
Stylized Empirical Features of Asset Return andAmerican Option pricing under time-changed |
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pdf(603) |
| 2013-12 |
兩岸動態利率期限結構--馬可夫狀態轉換跳躍擴散模型之實證研究及其貨幣政策意涵 |
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| 2013.09 |
Option Pricing Using the Martingale Approach with Polynomial Interpolation |
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pdf(1229) |
| 2013-09 |
The Valuation of Currency Options with Markov-Modulated Jump Risks |
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說明頁(1024)說明頁(891) |
| 2013.08 |
Spatial and Temporal Effects of High-Speed Rail on House Prices – A Case of Kaohsiung City |
article |
pdf(1266) |
| 2013.07 |
An Analysis of Strategic Equity Stakes Acquisition of Chinese Bank by Foreign Financial Institutions |
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pdf(1533) |
| 2013.07 |
Determinants of firm adoption executive stock options in China |
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pdf(1210) |
| 2013-07 |
Determinants of the adoption of executive stock options in china |
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pdf(688) |
| 2013 |
多變量複合卜瓦松跳躍擴散模型與高頻資料下之選擇權評價與投資組合策略之研究 |
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pdf(313) |
| 2012.08 |
The Relation between Equity-based Compensation and Managerial Risk-taking: Evidence from China |
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pdf(998) |
