| 099 / 1 |
The measurement of capital for operational risk in Taiwanese commercial banks
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2011-06-09 |
| 098 / 1 |
遺傳規畫決策樹模型於房貸提前償還之風險管理
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2011-06-09 |
| 099 / 1 |
次級房貸對區域型及全球型REITs風險值之影響評估
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2011-06-09 |
| 099 / 2 |
Redefinition of the KMV Model's Optimal Default Point Based on Genetic Algorithms-Evidence from Taiwan" Expert Systems With Applications
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2012-09-10 |
| 099 / 2 |
Portfolio value at risk with Copula-ARMAX-GJR-GARCH
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2012-09-10 |
| 100 / 1 |
Redefinition of the KMV model’s optimal default point based on genetic algorithms – Evidence from Taiwan
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2012-10-23 |
| 100 / 1 |
Portfolio Value at Risk with Copula-ARMAX-GJR-GARCH Model-Evidence from the Gold and Silver Futures
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2012-10-23 |
| 100 / 1 |
應用Copula函數於組合型
認購權證的評價
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2012-10-23 |
| 101 / 1 |
101-1Threshold Effects in the Relationships between USD and Gold Futures by Panel Smooth Transition Approach
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2013-01-15 |
| 101 / 1 |
Threshold effects in the relationships between USD and gold futures by panel smooth transition approach
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2013-05-15 |
| 102 / 1 |
Fitting the generalized Pareto distribution to commercial fire loss severity: evidence from Taiwan
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2014-07-16 |
| 104 / 1 |
李沃牆,柯星妤(2014),“金磚五國之期貨避險績效─動態Copula-GJR-GARCH模型應用” 期貨與選擇權學刊【TSSCI】第7卷,第1期,pp.1-36[本文獲103學年度淡江大學專任教師第I類研究獎勵]
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2016-02-29 |
| 104 / 1 |
金磚五國之期貨避險績效－動態Copula-GJR-GARCH模型應用
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2016-09-03 |
| 105 / 1 |
狀態轉換下原油期貨對 非能源商品的交叉避險績效=The Cross Hedging Effectiveness of Oil Futures for Non-energy Commodities under Regime Switching
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2017-05-18 |
| 107 / 1 |
應用大數據實戰-期貨與選擇權
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2019-03-16 |