| 2026-05 |
Estimation of Direct and Indirect Quantile Treatment Effects with Double Machine Learning |
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| 2025-03 |
台灣通膨率預測：運用大數據資料分析 |
article |
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| 2025-02 |
State-Dependent Local Projections – the Dynamic Effects of Regime Transitions |
article |
web page(376) |
| 2025-01 |
Estimation of the Local Conditional Tail Average Treatment Effect |
article |
web page(439) |
| 2024-05 |
台灣通膨率預測：運用大數據資料分析 |
report |
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| 2023-11 |
條件尾端平均處裡效果在有內生性之下估計方法之探究 |
report |
web page(24) |
| 2022-03 |
Forecasting Expected Shortfall and Value-at-risk with Realized Variance Measures and the FZ Loss |
article |
web page(619) |
| 2021-11 |
FZ損失函數之應用：預測風險衡量指標及其他用途 |
report |
web page(21) |
| 2021-01 |
An attention algorithm for solving large scale structured L0-norm penalty estimation problems |
article |
web page(566) |
| 2020-11 |
The Lower Regression Function and Testing Expectation Dependence Dominance Hypotheses |
article |
pdf(473) |
| 2020-04 |
Macroeconomic Forecasting Using Approximate Factor Models with Outliers |
article |
pdf(579) |
| 2020-01 |
運用極端一致性損失函數來檢定期望分位數及分位數預測之精確性 |
report |
web page(21) |
| 2019-07 |
Forward-Looking Information on Growth and Uncertainty Implied by Derivative Securities: Evidence from an Emerging Market |
article |
pdf(582) |
| 2019-03 |
Forward-Looking Information on Growth and Uncertainty Implied by Derivative Securities: Evidence from an Emerging Market |
article |
pdf(489) |
| 2018-01 |
衍生性金融商品所隱含的成長及不確定性之前瞻性訊息：以一個新興市場為例 |
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web page(18) |
| 2017-08 |
Testing Forecast Accuracy of Expectiles and Quantiles with the Extremal Consistent Loss Functions |
conference |
pdf(720) |
| 2017-06 |
Testing Forecast Accuracy of Expectiles and Quantiles with the Extremal Consistent Loss Functions |
conference |
pdf(190) |
| 2017-02 |
Estimating Links of a Network from Time to Event Data |
article |
web page(1085) |
| 2016-12 |
Testing Forecast Accuracy of Expectiles and Quantiles with the Extremal Consistent Loss Functions |
conference |
web page(661) |
| 2016-09 |
A Nonparametric Test of a Strong Leverage Hypothesis |
article |
pdf(918) |
| 2016-05 |
Risk Evaluations with Robust Approximate Factor Models |
article |
pdf(888) |
| 2016-04 |
Structured variable selection via prior-induced hierarchical penalty functions |
article |
pdf(929) |
| 2016 |
近似因子模型的有效估計-經由懲罰最小平方法 |
report |
pdf(238) |
| 2015-06 |
Sparse Weighted Norm Minimum Variance Portfolios |
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web page(1108) |
| 2015 |
Sparse Weighted-Norm Minimum Variance Portfolios |
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