| 31 |
114-1
|
教學計畫表
|
財金一全英碩:數位金融投資實務 TLBBM1B0382 0A
|
| 32 |
114-1
|
教學計畫表
|
財金三:投資銀行 TLBXB3B0670 0C
|
| 33 |
114-1
|
教學計畫表
|
財金一博士班:公司理財專題 TLBXD1M0996 0A
|
| 34 |
113-2
|
教學研習
|
114 年度第 1 次「個人資料保護與管理制度」研習課程-iClass平台非同步學習(2025-05-08 18:10:00 ~ 2025-06-26 17:00:00)
|
| 35 |
113-2
|
赴校外學術交流
|
2025台灣財務工程學會年會暨國際學術研討會
|
| 36 |
113-2
|
教學研習
|
EMI全英語課程:教學研究經驗分享座談會(2025-06-12 12:00:00 ~ 13:00:00)
|
| 37 |
113-2
|
非教學研習
|
衛生保健宣導活動-骨密檢測活動4月21日(2025-04-21 08:00:00 ~ 12:00:00)
|
| 38 |
113-2
|
期刊論文
|
Does trading method alignment improve market efficiency? Evidence from Taiwan single-stock futures market
|
| 39 |
113-2
|
教學研習
|
EMI教學工作坊:讓我們一起享受EMI課程(國企系孫嘉祈教授)(2025-03-25 12:00:00 ~ 13:30:00)
|
| 40 |
113-2
|
教學研習
|
開放取用期刊論文 : 創用CC授權與知識共享講座(校務發展計畫)(2025-03-18 15:10:00 ~ 16:00:00)
|
| 41 |
113-2
|
教學研習
|
當學術倫理遇見生成式AI(國立臺北科技大學智慧財產權研究所章忠信老師)(2025-03-11 12:00:00 ~ 13:30:00)
|
| 42 |
113-2
|
教學研習
|
113 學年度第 2 學期「iClass 學習平台導入與 MS Teams 操作工作坊」線上非同步課程(2025-02-14 08:00:00 ~ 2025-03-10 23:59:00)
|
| 43 |
113-2
|
教學研習
|
教學特優教師:我的教學旅程(風保系繆震宇教授)(2025-03-04 12:00:00 ~ 13:00:00)
|
| 44 |
112-2
|
出席學術性會議
|
2024 Financial Engineering Association of Taiwan (FeAT)
|
| 45 |
112-1
|
出席學術性會議
|
2023 New Future 期貨學術與實務交流研討會
|
| 46 |
111-1
|
出席學術性會議
|
2022期貨學術與實務交流研討會
|
| 47 |
110-1
|
出席學術性會議
|
2021 New Futures 期貨學術與實務交流研討會
|
| 48 |
109-1
|
出席學術性會議
|
2020 New Futures 期貨學術與實務交流研討會
|
| 49 |
108-1
|
出席學術性會議
|
2019 New Futures 期貨學術與實務交流研討會
|
| 50 |
99-2
|
期刊論文
|
Hedging for multi-period downside risk in the presence of jump dynamics and conditional heteroskedasticity
|
| 51 |
99-2
|
期刊論文
|
Jump risk of Presidential election: evidence from Taiwan stock and foreign exchange markets
|
| 52 |
96-1
|
期刊論文
|
Estimation of value-at-risk for energy commodities via fat-tailed GARCH models
|
| 53 |
97-2
|
期刊論文
|
Deregulation and liberalization of the Chinese stock market and the improvement of market efficiency
|
| 54 |
98-1
|
期刊論文
|
Forecasting S&P-100 stock index volatility: The role of volatility asymmetry and distributional assumption in GARCH models
|
| 55 |
99-2
|
期刊論文
|
Minimum variance hedging with bivariate regime-switching model for WTI crude oil
|
| 56 |
98-2
|
期刊論文
|
Skewness and leptokurtosis in GARCH-typed VaR estimation of petroleum and metal asset returns
|
| 57 |
99-1
|
期刊論文
|
Empirical analysis of jump dynamics, heavy-tails and skewness on value-at-risk estimation
|
| 58 |
102-1
|
期刊論文
|
Financial performance and business risk of futures commission merchants: A panel threshold regression
|
| 59 |
103-1
|
期刊論文
|
Volatility forecasts: do volatility estimators and evaluation methods matter?
|
| 60 |
104-1
|
期刊論文
|
Evaluation of realized multi-power variations in minimum variance hedging
|