| 2017-06 |
Causality Effect of Returns, Continuous Volatility and Jumps: Evidence from the U.S. and European Index Futures Markets |
article |
pdf(935) |
| 2017 |
Product market competition, R&D investment choice, and real earnings management |
article |
pdf(756) |
| 2017 |
Influences of Quantitative Easing Policy on Volatility and Correlation among Asian Financial Markets |
article |
pdf(565) |
| 2017 |
Analyzing Target Redemption Forward Contracts under Levy Process |
article |
pdf(787) |
| 2015-12 |
Option pricing on foreign exchange in a Markov-modulated, incomplete-market economy |
article |
pdf(970) |
| 2015-07 |
State-dependent jump risks for American gold futures option pricing |
article |
pdf(907) |
| 2015-01 |
Information Transmission of International Stock Market and Domestic Futures Market: Evidence from Taiwan Stock Market |
article |
web page(1377)web page(1550) |
| 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 |
report |
pdf(303) |
| 2015 |
The volatility structure of oil futures market returns: an empirical investigation |
article |
web page(1352) |
| 2015 |
The Information Transmission Effect and Asset Prices: Evidence from the China B-Share Discount |
article |
pdf(1098) |
| 2014-10 |
Risk Determinants of Gold Betas |
article |
web page(1169) |
| 2014-05 |
Illiquidity, Systemic Risk, and Macroprudential Regulation: The Case of Taiwan`s Capital Market |
article |
pdf(1032) |
| 2014-03 |
Stylized Empirical Features of Asset Return andAmerican Option pricing under time-changed |
article |
pdf(1041) |
| 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 |
article |
web page(1085) |
| 2013-09 |
The Valuation of Currency Options with Markov-Modulated Jump Risks |
article |
web page(1485)web page(1445) |
| 2013-07 |
Determinants of the adoption of executive stock options in china |
article |
pdf(995) |
| 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 |
report |
pdf(313) |
| 2012-05 |
The Analysis of Entry Time and Model in China Banking Sector for Following Financial Institutes-Real Option Approach |
article |
web page(2619) |
| 2012 |
馬可夫跳躍過程下美式選擇權之評價：黃金之實證分析 |
report |
pdf(537) |
| 2012 |
Executive Compensation and Hedging Behavior: Evidence from Taiwan |
article |
pdf(1183) |
| 2012 |
The development of a real-time valuation service of financial derivatives |
conference |
web page(1613) |
| 2011-12 |
Not-for-Profit Service that Leads Profit: Delegation and Competition between Not-for-Profit and For-Profit Organizations |
article |
web page(1938) |
| 2011-09 |
Dynamic Conditional Correlation Analysis in International Real Estate Security Markets |
article |
pdf(1789) |
| 2011-06 |
三因子BGM模型下匯率連動固定期利率交換商品之評價 |
article |
pdf(1537) |
| 2011 |
可轉債資產交換與一般資產交換評價與風險控管分析 |
report |
pdf(1052) |
