| 2017-06 |
Causality Effect of Returns, Continuous Volatility and Jumps: Evidence from the U.S. and European Index Futures Markets |
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| 2017 |
Product market competition, R&D investment choice, and real earnings management |
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| 2017 |
Influences of Quantitative Easing Policy on Volatility and Correlation among Asian Financial Markets |
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| 2017 |
Analyzing Target Redemption Forward Contracts under Levy Process |
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pdf(794) |
| 2015-12 |
Option pricing on foreign exchange in a Markov-modulated, incomplete-market economy |
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| 2015-07 |
State-dependent jump risks for American gold futures option pricing |
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| 2015-01 |
Information Transmission of International Stock Market and Domestic Futures Market: Evidence from Taiwan Stock Market |
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說明頁(1412)說明頁(1590) |
| 2015 |
The volatility structure of oil futures market returns: an empirical investigation |
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說明頁(1387) |
| 2015 |
The Information Transmission Effect and Asset Prices: Evidence from the China B-Share Discount |
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| 2014-10 |
Risk Determinants of Gold Betas |
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| 2014-05 |
Illiquidity, Systemic Risk, and Macroprudential Regulation: The Case of Taiwan`s Capital Market |
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| 2014-03 |
Stylized Empirical Features of Asset Return andAmerican Option pricing under time-changed |
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| 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 |
The Valuation of Currency Options with Markov-Modulated Jump Risks |
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說明頁(1517)說明頁(1476) |
| 2013-07 |
Determinants of the adoption of executive stock options in china |
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| 2012-05 |
The Analysis of Entry Time and Model in China Banking Sector for Following Financial Institutes-Real Option Approach |
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| 2012 |
Executive Compensation and Hedging Behavior: Evidence from Taiwan |
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| 2011-12 |
Not-for-Profit Service that Leads Profit: Delegation and Competition between Not-for-Profit and For-Profit Organizations |
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說明頁(1968) |
| 2011-09 |
Dynamic Conditional Correlation Analysis in International Real Estate Security Markets |
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| 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 |
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| 2010-06 |
Elucidating Asymmetric Volatility in Asset Returns and Optimizing Portfolio Choice Using Time-Changed Lévy Processes |
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| 2010-06 |
Elucidating Asymmetrical Volatility in Asset Returns and Optimizing Portfolio Choice Using Time-Changed Levy Processes |
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| 2010-04 |
Warrant Introduction Effects on Stock Return Processes |
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| 2010-01 |
Lévy與GARCH-Lévy過程之選擇權評價與實證分析：臺灣加權股價指數選擇權為例 |
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| 2010-01 |
Credit Risks with Lévy Processes under a Stochastic Interest Rate: A Structural Form Model |
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