1 |
102-1
|
期刊論文
|
Financial performance and business risk of futures commission merchants: A panel threshold regression
|
2 |
103-1
|
期刊論文
|
Volatility forecasts: do volatility estimators and evaluation methods matter?
|
3 |
104-1
|
期刊論文
|
Evaluation of realized multi-power variations in minimum variance hedging
|
4 |
104-2
|
期刊論文
|
The Impact of Speculative Trading Activity on Return and Volatility in Taiwan Futures Market
|
5 |
106-2
|
期刊論文
|
VIX期貨與VIX交易所交易商品價格發現的實證研究
|
6 |
108-1
|
期刊論文
|
The impact of liquidity on portfolio value-at-risk forecasts.
|
7 |
108-2
|
期刊論文
|
Improving the realized GARCH’s volatility forecast for Bitcoin with jump-robust estimators
|
8 |
108-1
|
期刊論文
|
Price Discovery and Trading Activity in Taiwan Stock and Futures Markets
|
9 |
109-2
|
期刊論文
|
Trading activity and price discovery in Bitcoin futures markets
|
10 |
111-2
|
期刊論文
|
Disposition, Confidence, and Profits and Losses: Evidence from the Taiwan Warrant Markets
|
11 |
111-2
|
期刊論文
|
Does the tail risk index matter in forecasting downside risk?
|
12 |
113-1
|
期刊論文
|
The economic value of Bitcoin: A volatility timing perspective with portfolio rebalancing
|
13 |
113-2
|
期刊論文
|
Do price jumps matter in volatility forecasts of US treasury futures?
|
14 |
95-1
|
期刊論文
|
Hedging for multi-period downside risk in the presence of jump dynamics and conditional heteroscedasticity.
|
15 |
95-1
|
期刊論文
|
Jump risk of presidential election: evidence from Taiwan stock foreign exchange markets.
|
16 |
96-2
|
期刊論文
|
Estimation of value-at-risk for energy commodities via fat-tailed GARCH models.
|
17 |
98-1
|
期刊論文
|
Deregulation and liberalization of the Chinese stock market and the improvement of market efficiency
|
18 |
98-2
|
期刊論文
|
Forecasting S&P100 stock index volatility: the role of volatility asymmetry and distributional assumption in GARCH models.
|
19 |
99-2
|
期刊論文
|
Empirical analysis of jump dynamics, heavy-tails and skewness on value-at-risk estimation
|
20 |
99-2
|
期刊論文
|
Minimum variance hedging with bivariate regime-switching model for WTI crude oil
|
21 |
99-1
|
期刊論文
|
Skewness and leptokurtosis in GARCH-typed VaR estimation of petroleum and metal asset returns.
|
22 |
113-2
|
教學計畫表
|
財金一全英碩:財務管理研討 TLBBM1M0272 0A
|
23 |
113-2
|
教學計畫表
|
財金一碩士班:投資實務 TLBXM1B1126 0A
|
24 |
113-2
|
教學計畫表
|
財金四:公司理財 TLBXB4B0015 0P
|
25 |
113-2
|
外語授課紀錄
|
財金一全英碩:財務管理研討 TLBBM1M0272 0A
|
26 |
113-2
|
外語授課紀錄
|
財金一全英碩:數位金融投資實務 TLBBM1B0382 0A
|
27 |
113-2
|
外語授課紀錄
|
財金一全英碩:金融風險管理專題 TLBBM1B1851 0A
|
28 |
113-2
|
外語授課紀錄
|
財金一全英碩:ESG與金融投資 TLBBM1B1831 0A
|
29 |
113-1
|
教學計畫表
|
財金一博士班:公司理財專題 TLBXD1M0996 0A
|
30 |
112-1
|
教學計畫表
|
財金一博士班:公司理財專題 TLBXD1M0996 0A
|