期刊論文

學年期 標題 Sdgs 更新時間
094 / 2 A study of value-at-risk on portfolio in stock return using DCC multivariate GARCH #04.優質教育 2016-12-14
094 / 2 原油期貨的跳躍行為與跳躍相關性--CBP-GARCH模型之應用 #04.優質教育 2010-06-16
093 / 2 原油價格風險值的估計-拔靴法的應用 #04.優質教育 2010-06-16
095 / 1 Variation of interest-rate parity and its asymmetry on stock return in a jump-diffusion process #04.優質教育 2017-05-08
096 / 1 Enhancing Forecast Accuracy by Using Long Estimation Periods #04.優質教育 2015-03-03
094 / 2 外匯投資組合風險值之估計--DCC多變量GARCH模型之應用 #04.優質教育 2010-06-16
094 / 2 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 #04.優質教育 2011-04-19
091 / 2 緩長記憶在國際匯率模型上之應用 #04.優質教育 2010-06-16
092 / 1 基差訊息運用對避險績效之影響 #04.優質教育 2013-12-27
092 / 1 利率價差對國際匯價走勢之影響 #04.優質教育 2013-12-27
092 / 1 匯率預測模式績效之研究：馬可夫模型之應用 #04.優質教育 2010-06-16
092 / 1 臺灣股價指數期貨最適避險策略之研究 #04.優質教育 2010-06-16
096 / 1 Hedging for multi-period downside risk in the presence of jump dynamics and conditional heteroskedasticity #04.優質教育 2017-01-13
093 / 2 Hedging with S&P500 and E-mini S&P500 stock index futures #04.優質教育 2015-03-25
093 / 1 The optimal dynamic hedging strategy for Nikkei 225 index and futures #04.優質教育 2014-01-23
095 / 2 Correlated Jumps in Crude Oil and Gasoline during the Gulf War #04.優質教育 2013-10-02
093 / 1 The intraday behaviors and relationships with its underlying assets: evidence on option market in Taiwan #04.優質教育 2012-04-17
093 / 2 Removal of an investment restriction: the "B" share experience from China's stock markets #04.優質教育 2010-06-16
093 / 2 Studies on the Effect of Trading Volume and Return Volatility on Call Warrants and Underlying Stocks in Taiwan #04.優質教育 2012-03-08
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 #04.優質教育 2010-06-16
093 / 1 風險貼水對短期遠匯避險績效之影響探討 #04.優質教育 2010-06-16
088 / 2 非預期性衝擊對實質產出之實證檢視 #04.優質教育 2010-06-16
086 / 2 A three-stage maximum likelihood estimator for the censored regression model #04.優質教育 2010-06-16
091 / 1 貨幣政策對股價報酬之不對稱效果 #04.優質教育 2010-06-16
087 / 1 貨幣政策對產出之不對稱效果-台灣之實證研究 #04.優質教育 2010-06-16
091 / 2 國際股市報酬關聯性與波動傳遞不對稱現象之研究 #04.優質教育 2010-06-16
096 / 1 Do Foreign Trading Patterns Cause Abnormal Information from Taiwanese Stock Markets? #04.優質教育 2013-11-29
097 / 1 Value-at-risk in US stock indices with skewed generalized error distribution #04.優質教育 2013-12-28
097 / 1 股價指數現貨與期貨之波動性對基差行為的影響 #04.優質教育 2011-10-24
096 / 2 Estimation of Value-at-Risk for Energy Commodities via Fat-Tailed GARCH Models #04.優質教育 2014-11-26
097 / 1 Forecasting China Stock Markets Volatility via GARCH Models Under Skewed-GED Distribution #04.優質教育 2014-11-26
097 / 1 The Day-of-the-Week Effect on the Shape of the Heavy-Tailed Distribution #04.優質教育 2015-04-08
097 / 2 The role of SGT distribution in Value-at-Risk estimation: evidence from the WTI crude oil market #04.優質教育 2014-07-31
095 / 2 Is twin behavior of Nikkei 225 index futures the same? #04.優質教育 2013-03-12
094 / 2 Hedging with Zero-Value at Risk Hedge Ratio #04.優質教育 2013-03-12
094 / 1 Estimation of Value-at-Risk under jump dynamics and asymmetric information #04.優質教育 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 #04.優質教育 2013-04-11
094 / 2 投資組合選取準則之實證研究--Sharpe Ratio之應用 #04.優質教育 2013-04-11
091 / 1 歐元地區即期與遠期匯率動態關連性之探討--不對稱性門檻GARCG模型之應用 #04.優質教育 2013-04-11
095 / 2 厚尾GARCH模型之波動性預測能力比較 #04.優質教育 2013-04-11
086 / 1 人力資源與臺灣之經濟成長 #04.優質教育 2013-04-11
087 / 1 貨幣政策與股價報酬之探討 #04.優質教育 2013-04-11
086 / 2 物價膨脹之動態分析--臺灣之實證研究 #04.優質教育 2013-04-11
088 / 1 臺灣股價之預測 #04.優質教育 2013-04-11
095 / 2 結構轉變跳躍模型探討股價日報酬的恆常與移轉成份 #04.優質教育 2017-05-02
089 / 2 波動性預測能力比較--臺灣認購權證之實證研究 #04.優質教育 2013-04-11
089 / 1 臺灣股市規模效應與淨值市價比效應實證研究 #04.優質教育 2013-04-11
091 / 2 即期匯率與遠期匯率之動態關聯性 #04.優質教育 2013-05-31
091 / 2 馬可夫狀態轉換模型與混合分配模型估計風險值之應用--以臺灣發行量加權股價指數為例 #04.優質教育 2013-07-11
087 / 1 匯率與股價之動態關係--香港與新加坡之實證研究 #04.優質教育 2013-07-11
085 / 2 物價膨脹與經濟成長--臺灣實證分析 #04.優質教育 2013-07-11
093 / 2 價格跳躍下的最適避險策略 －日經225指數現貨與期貨 #04.優質教育 2014-05-12
102 / 1 台灣金融發展困境與契機 #04.優質教育 2013-11-29
102 / 2 Why Does Skewness and the Fat-Tail Effect Influence Value-at-Risk Estimates? Evidence from Alternative Capital Markets #04.優質教育 2015-04-16
102 / 1 The Information Flow of Different Investor Trading under Different Market Conditions and Moneyness #04.優質教育 2015-11-10
104 / 2 The Effects of Financial Leverage Changes on Stock Returns: A Study of Exchange Rate Volatility #04.優質教育 2024-03-01
105 / 1 Do the Corporate Performance and Default Risk Impact on Corporate Social Responsibility in China? #04.優質教育 2024-03-01
107 / 2 Does the ETF Market Overreact in the United States? #04.優質教育 2019-05-17
108 / 1 Expiration Effect of Leveraged and Inverse ETFs #04.優質教育 2019-10-31
108 / 2 CEO Characteristics Enhancing the Impact of CEO Overconfidence on Firm Value After Mergers and Acquisitions - A Case Study in China #04.優質教育 2022-02-25
110 / 2 The determinants of positive feedback trading behaviors in Bitcoin markets #04.優質教育 2022-03-01
109 / 2 The Cross-Border Price Discovery and the Shanghai-Hong Kong Stock Connect #04.優質教育 2023-03-02