關鍵字：

教師資料查詢 | 教師：洪瑞成

# 學年期 類別 標題
12 113-1 期刊論文 Do price jumps matter in volatility forecasts of US treasury futures?
13 99-2 期刊論文 Hedging for multi-period downside risk in the presence of jump dynamics and conditional heteroskedasticity
14 99-2 期刊論文 Jump risk of Presidential election: evidence from Taiwan stock and foreign exchange markets
15 96-1 期刊論文 Estimation of value-at-risk for energy commodities via fat-tailed GARCH models
16 97-2 期刊論文 Deregulation and liberalization of the Chinese stock market and the improvement of market efficiency
17 98-1 期刊論文 Forecasting S&P-100 stock index volatility: The role of volatility asymmetry and distributional assumption in GARCH models
18 99-2 期刊論文 Minimum variance hedging with bivariate regime-switching model for WTI crude oil
19 98-2 期刊論文 Skewness and leptokurtosis in GARCH-typed VaR estimation of petroleum and metal asset returns
20 99-1 期刊論文 Empirical analysis of jump dynamics, heavy-tails and skewness on value-at-risk estimation
21 102-1 期刊論文 Financial performance and business risk of futures commission merchants: A panel threshold regression
22 103-1 期刊論文 Volatility forecasts: do volatility estimators and evaluation methods matter?
23 104-1 期刊論文 Evaluation of realized multi-power variations in minimum variance hedging
24 104-2 期刊論文 The Impact of Speculative Trading Activity on Return and Volatility in Taiwan Futures Market
25 106-2 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
26 108-1 期刊論文 The impact of liquidity on portfolio value-at-risk forecasts.
27 108-2 期刊論文 Improving the realized GARCH’s volatility forecast for Bitcoin with jump-robust estimators
28 108-1 期刊論文 Price Discovery and Trading Activity in Taiwan Stock and Futures Markets
29 109-2 期刊論文 Trading activity and price discovery in Bitcoin futures markets
30 111-2 期刊論文 Disposition, Confidence, and Profits and Losses: Evidence from the Taiwan Warrant Markets
1 113-2 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）
2 113-2 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）
3 113-2 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）
4 113-2 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）
5 113-2 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）
6 112-2 出席學術性會議 2024 Financial Engineering Association of Taiwan (FeAT)
7 112-1 出席學術性會議 2023 New Future 期貨學術與實務交流研討會
8 111-1 出席學術性會議 2022期貨學術與實務交流研討會
9 110-1 出席學術性會議 2021 New Futures 期貨學術與實務交流研討會
10 109-1 出席學術性會議 2020 New Futures 期貨學術與實務交流研討會
11 108-1 出席學術性會議 2019 New Futures 期貨學術與實務交流研討會