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教師資料查詢 | 教師:洪瑞成

# 學年期 類別 標題
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