| 093 / 1 |
以風險值的觀點探討現行信用交易之最低擔保維持率
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2010-06-16 |
| 094 / 1 |
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
|
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2010-06-16 |
| 091 / 2 |
風險值的探討－外匯投資組合之應用
|
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2010-06-16 |
| 096 / 1 |
Normal and abnormal information transmissions: evidence from China's stock markets
|
|
2013-03-12 |
| 094 / 1 |
Estimation of Value-at-Risk under jump dynamics and asymmetric information
|
|
2013-03-12 |
| 094 / 2 |
Hedging with Zero-Value at Risk Hedge Ratio
|
|
2013-03-12 |
| 092 / 2 |
日經225指數期貨之避險績效與最適避險策略之探討
|
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2013-04-11 |
| 094 / 2 |
Clearing margin system in the futures markets—Applying the value-at-risk model to Taiwanese data
|
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2013-07-09 |
| 094 / 1 |
價格跳躍下的風險值估計--以S& P 500現貨、美國30年公債期貨與布蘭特原油期貨為例
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2013-07-11 |
| 101 / 2 |
One Gold, Two Currencies: Price Discovery between Spot Exchange Rate and Implied Exchange Rate Derived from Futures
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2017-03-08 |
| 101 / 1 |
Evaluating and improving GARCH-based volatility forecasts with range-based estimators
|
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2013-10-24 |
| 093 / 2 |
價格跳躍下的最適避險策略 －日經225指數現貨與期貨
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2014-05-12 |
| 113 / 1 |
The economic value of Bitcoin: A volatility timing perspective with portfolio rebalancing
|
#01.消除貧窮
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2025-01-22 |
| 111 / 2 |
Does the tail risk index matter in forecasting downside risk?
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#01.消除貧窮 #04.優質教育
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2025-01-22 |
| 111 / 2 |
Disposition, Confidence, and Profits and Losses: Evidence from the Taiwan Warrant Markets
|
#01.消除貧窮 #04.優質教育
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2025-01-22 |
| 109 / 2 |
Trading activity and price discovery in Bitcoin futures markets
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|
2025-01-22 |
| 108 / 1 |
Price Discovery and Trading Activity in Taiwan Stock and Futures Markets
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2025-01-22 |
| 108 / 2 |
Improving the realized GARCH’s volatility forecast for Bitcoin with jump-robust estimators
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|
2025-01-22 |
| 108 / 1 |
The impact of liquidity on portfolio value-at-risk forecasts.
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2025-01-22 |
| 106 / 2 |
VIX期貨與VIX交易所交易商品價格發現的實證研究
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2025-01-22 |
| 104 / 2 |
The Impact of Speculative Trading Activity on Return and Volatility in Taiwan Futures Market
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|
2025-01-22 |
| 104 / 1 |
Evaluation of realized multi-power variations in minimum variance hedging
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2025-01-22 |
| 103 / 1 |
Volatility forecasts: do volatility estimators and evaluation methods matter?
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2025-01-22 |
| 102 / 1 |
Financial performance and business risk of futures commission merchants: A panel threshold regression
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2025-01-22 |
| 099 / 1 |
Skewness and leptokurtosis in GARCH-typed VaR estimation of petroleum and metal asset returns.
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2025-01-21 |
| 099 / 2 |
Minimum variance hedging with bivariate regime-switching model for WTI crude oil
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2025-01-21 |
| 099 / 2 |
Empirical analysis of jump dynamics, heavy-tails and skewness on value-at-risk estimation
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2025-01-21 |
| 098 / 2 |
Forecasting S&P100 stock index volatility: the role of volatility asymmetry and distributional assumption in GARCH models.
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2025-01-21 |
| 098 / 1 |
Deregulation and liberalization of the Chinese stock market and the improvement of market efficiency
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|
2025-01-21 |
| 096 / 2 |
Estimation of value-at-risk for energy commodities via fat-tailed GARCH models.
|
|
2025-01-21 |
| 095 / 1 |
Jump risk of presidential election: evidence from Taiwan stock foreign exchange markets.
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|
2025-01-21 |
| 095 / 1 |
Hedging for multi-period downside risk in the presence of jump dynamics and conditional heteroscedasticity.
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2025-01-21 |
| 113 / 2 |
Do price jumps matter in volatility forecasts of US treasury futures?
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2025-01-22 |