| 571 |
91-1
|
期刊論文
|
貨幣政策對股價報酬之不對稱效果
|
| 572 |
86-2
|
期刊論文
|
A three-stage maximum likelihood estimator for the censored regression model
|
| 573 |
88-2
|
期刊論文
|
非預期性衝擊對實質產出之實證檢視
|
| 574 |
93-1
|
期刊論文
|
風險貼水對短期遠匯避險績效之影響探討
|
| 575 |
94-1
|
期刊論文
|
以風險值觀點評論現行信用交易最低擔保維持率水準 – 跳躍擴散模型之應用
|
| 576 |
93-2
|
期刊論文
|
Studies on the Effect of Trading Volume and Return Volatility on Call Warrants and Underlying Stocks in Taiwan
|
| 577 |
93-2
|
期刊論文
|
Removal of an investment restriction: the "B" share experience from China's stock markets
|
| 578 |
93-1
|
期刊論文
|
The intraday behaviors and relationships with its underlying assets: evidence on option market in Taiwan
|
| 579 |
95-2
|
期刊論文
|
Correlated Jumps in Crude Oil and Gasoline during the Gulf War
|
| 580 |
93-1
|
期刊論文
|
The optimal dynamic hedging strategy for Nikkei 225 index and futures
|
| 581 |
93-2
|
期刊論文
|
Hedging with S&P500 and E-mini S&P500 stock index futures
|
| 582 |
96-1
|
期刊論文
|
Hedging for multi-period downside risk in the presence of jump dynamics and conditional heteroskedasticity
|
| 583 |
92-1
|
期刊論文
|
臺灣股價指數期貨最適避險策略之研究
|
| 584 |
92-1
|
期刊論文
|
匯率預測模式績效之研究：馬可夫模型之應用
|
| 585 |
92-1
|
期刊論文
|
利率價差對國際匯價走勢之影響
|
| 586 |
92-1
|
期刊論文
|
基差訊息運用對避險績效之影響
|
| 587 |
91-2
|
期刊論文
|
緩長記憶在國際匯率模型上之應用
|
| 588 |
94-2
|
期刊論文
|
DCC多變量GARCH模型之風險值計算－G7及臺灣等八國股市投資組合之實證研究
|
| 589 |
94-2
|
期刊論文
|
外匯投資組合風險值之估計--DCC多變量GARCH模型之應用
|
| 590 |
96-1
|
期刊論文
|
Enhancing Forecast Accuracy by Using Long Estimation Periods
|
| 591 |
95-1
|
期刊論文
|
Variation of interest-rate parity and its asymmetry on stock return in a jump-diffusion process
|
| 592 |
93-2
|
期刊論文
|
原油價格風險值的估計-拔靴法的應用
|
| 593 |
94-2
|
期刊論文
|
原油期貨的跳躍行為與跳躍相關性--CBP-GARCH模型之應用
|
| 594 |
94-2
|
期刊論文
|
A study of value-at-risk on portfolio in stock return using DCC multivariate GARCH
|
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