研究獎勵

094 / 1 A Note on Robustness of Normal Variance Estimators Under t-Distributions 2011/06/09
099 / 1 Bank Interest Margins under Information Asymmetry and Centralized vs. Decentralized Loan Rate Decisions: A Two-Stage Option Pricing Model 2011/06/09
096 / 1 應用統計方法 2011/06/09
099 / 1 Global Dicversification,Hedging Dicersification,and Default Risk in Bank Equity:An Option-Pricing Model 2011/06/09
099 / 1 統計範例-SPSS動態操作解答多媒體教材 2011/06/09
096 / 1 A Revisit to the Common Mean Problem: Comparing the Maximum Likelihood Estimator with the Graybill-Deal Estimator 2011/06/09
098 / 1 統計問題-EXCEL動態操作解答 2011/06/09
098 / 1 Letters to the Editor 2011/06/09
097 / 1 Exact Test Critical Values for Correlation Testing with Application 2011/06/09
099 / 1 A Note On Skew-Normal Distribution Approximation To The Negative Binomal Distribution 2011/06/09
099 / 1 A Note on Comparing Several Poisson Means 2011/06/09
095 / 1 Comparison of Normal Variance Estimators under Multiple Criteria and Towards a Compromise Estimator 2011/06/09
099 / 1 Comparing Several Population Means:a parametric bootstrap method,and its comparison with usual ANOVA F test as well as ANOM 2011/06/09
099 / 1 Rescue Plan,Bank Interest Margin and Future Promised Lending:an Option-Pricing Model 2011/06/09
098 / 1 A Note on Improved Approximation of the Binomial Distribution by the Skew-normal Distribution 2011/06/09
100 / 1 On The Margin Effects Of Commercial Bank Expansion Into Securities And Insurance Activities Under The Same Roof: A Mathematical Swap Approach 2012/10/23
101 / 1 Testing the Equality of several Gamma Means: A Parametric Bootstrap Method With Applications 2013/05/15
102 / 1 Hypothesis Testing On The Common Location Parameter Of Several Shifted Exponential Distributions: A Note 2014/07/16
102 / 1 A Note on Bank Interest Margin, Administrative Cost and Equity Risk in the Return to Retail Banking 2014/07/16
103 / 1 Bank Spread Behavior and Default Risk in Response to Capital Regulation in Merton, Black and Black-Merton Structural Frameworks 2015/03/13
105 / 1 A revisit to contingency table and tests of independence: Bootstrap is preferred to chi-square approximations as well as fisher's exact test 2017/05/18
106 / 1 Bank Lending with Capped Credit Risk, Hedging Efficiency, and Government Capital Injection 2018/07/26
107 / 1 A Revisit to Test the Equality of Variances of Several Populations 2019/02/20
108 / 1 How Does Distress Acquisition Incentivized by Government Purchases of Distressed Loans Affect Bank Default Risk? 2020/04/15