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教師資料查詢 | 教師：洪瑞成

# 學年期 類別 標題
61 110-1 出席學術性會議 2021 New Futures 期貨學術與實務交流研討會
62 109-1 出席學術性會議 2020 New Futures 期貨學術與實務交流研討會
63 108-1 出席學術性會議 2019 New Futures 期貨學術與實務交流研討會
64 99-2 期刊論文 Hedging for multi-period downside risk in the presence of jump dynamics and conditional heteroskedasticity
65 99-2 期刊論文 Jump risk of Presidential election: evidence from Taiwan stock and foreign exchange markets
66 96-1 期刊論文 Estimation of value-at-risk for energy commodities via fat-tailed GARCH models
67 97-2 期刊論文 Deregulation and liberalization of the Chinese stock market and the improvement of market efficiency
68 98-1 期刊論文 Forecasting S&P-100 stock index volatility: The role of volatility asymmetry and distributional assumption in GARCH models
69 99-2 期刊論文 Minimum variance hedging with bivariate regime-switching model for WTI crude oil
70 98-2 期刊論文 Skewness and leptokurtosis in GARCH-typed VaR estimation of petroleum and metal asset returns
71 99-1 期刊論文 Empirical analysis of jump dynamics, heavy-tails and skewness on value-at-risk estimation
72 102-1 期刊論文 Financial performance and business risk of futures commission merchants: A panel threshold regression
73 103-1 期刊論文 Volatility forecasts: do volatility estimators and evaluation methods matter?
74 104-1 期刊論文 Evaluation of realized multi-power variations in minimum variance hedging
75 104-2 期刊論文 The Impact of Speculative Trading Activity on Return and Volatility in Taiwan Futures Market
76 106-2 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
77 108-1 期刊論文 The impact of liquidity on portfolio value-at-risk forecasts.
78 108-2 期刊論文 Improving the realized GARCH’s volatility forecast for Bitcoin with jump-robust estimators
79 108-1 期刊論文 Price Discovery and Trading Activity in Taiwan Stock and Futures Markets
80 109-2 期刊論文 Trading activity and price discovery in Bitcoin futures markets
81 111-2 期刊論文 Disposition, Confidence, and Profits and Losses: Evidence from the Taiwan Warrant Markets
82 111-2 期刊論文 Does the tail risk index matter in forecasting downside risk?
83 113-1 期刊論文 The economic value of Bitcoin: A volatility timing perspective with portfolio rebalancing
84 113-2 教學計畫表 財金一全英碩：財務管理研討 TLBBM1M0272 0A
85 113-2 教學計畫表 財金一碩士班：投資實務 TLBXM1B1126 0A
86 113-2 教學計畫表 財金四：公司理財 TLBXB4B0015 0P
87 113-2 外語授課紀錄 財金一全英碩：財務管理研討 TLBBM1M0272 0A
88 113-2 外語授課紀錄 財金一全英碩：數位金融投資實務 TLBBM1B0382 0A
89 113-2 外語授課紀錄 財金一全英碩：金融風險管理專題 TLBBM1B1851 0A
90 113-2 外語授課紀錄 財金一全英碩：ESG與金融投資 TLBBM1B1831 0A