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显示项目1-50 / 52. (共2页) 1 2 > >> 每页显示[10|25|50]项目

日期	题名	作者
2009	An Importance Sampling Method to Evaluate Value-at-Risk for Assets with Jump Risks	Wang,RH; Lin,SK; Fuh,CD
2009	Assessing value at risk with CARE, the Conditional Autoregressive Expectile models	Kuan,CM; Yeh,JH; Hsu,YC
2009	Do informed option investors predict stock returns? Evidence from the Taiwan stock exchange	Chang,CC; Hsieh,PF; Lai,HN
2009	Local Effects of Foreign Ownership in an Emerging Financial Market: Evidence from Qualified Foreign Institutional Investors in Taiwan	Huang,RD; Shiu,CY
2009	Pricing Weather Derivatives using a Predicting Power Time Series Process	Chang,CC; Lin,JB; Shen,WM
2009	STRATEGIC ORDER SPLITTING, ORDER CHOICE, AND AGGRESSIVENESS: EVIDENCE FROM THE TAIWAN FUTURES EXCHANGE	Chou,RK; Wang,YY
2009	The Impact of Longevity Risk on the Optimal Contribution Rate and Asset Allocation for Defined Contribution Pension Plans	Yang,SS; Huang,HC
2008	Characteristics, covariances, and structural breaks	Chou,Pin-Huang; Ko,Kuan-Cheng
2008	MARKET REACTIONS TO THE PASSAGE OF THE FINANCIAL HOLDING COMPANY ACT IN TAIWAN	Wang,Jane-Sue; Chen,Jing-Twen; Chou,Pin-Huang
2008	Valuation of the interest rate guarantee embedded in defined contribution pension plans	Yang,Sharon S.; Yueh,Meng-Lan; Tang,Chun-Hua
2008	Value versus growth: stochastic dominance criteria	Abhyankar,Abhay; Ho,Keng-Yu; Zhao,Huainan
2008	Value versus growth: stochastic dominance criteria (vol 8, pg 693, 2008)	Abhyankar,Abhay; Ho,Keng-Yu; Zhao,Huainan
2008	Weather and intraday patterns in stock returns and trading activity	Chang,Shao-Chi; Chen,Sheng-Syan; Chou,Robin K.; Lin,Yueh-Hsiang
2007	An efficient algorithm for basket default swap valuation	Chiang,Mi-Hsiu; Yueh,Meng-Lan; Hsieh,Ming-Hua
2007	Generalized analytical upper bounds for American option prices	Chung,San-Lin; Chang,Hsieh-Chung
2007	Richardson extrapolation techniques for the pricing of American-style options	Chang,Chuang-Chang; Chung,San-Lin; Stapleton,Richard C.
2007	The market quality of dealer versus hybrid markets: The case of moderately liquid securities	Lai,Hung-Neng
2007	The Euro and European financial market dependence	Bartram,SM; Taylor,SJ; Wang,YH
2006	Decimalization, trading costs, and information transmission between ETFs and index futures	Robin K. Chou,Huimin Chung
2006	Margins and price limits in Taiwan's stock index futures market	PIN-HUANG CHOU,MEI-CHEN LIN,MIN-TEH YU
2006	Portfolio optimization under asset pricing anomalies	Pin-Huang Chou,Wen-Shen Li,Guofu Zhou
2006	Strategy, IT applications for planning and control, and firm performance: The impact of impediments to IT implementation	Duh,Rong-Ruey; Chow,Chee W.; Chen,Hueiling
2006	The relationships between sentiment, returns and volatility	Wang YH,?Keswani A,?Taylor SJ
2006	Transaction tax and market quality of the Taiwan stock index futures	Chou,RK; Wang,GHK
2005	Detecting mutual fund timing ability using the threshold model	Chou,PH; Chung,HM; Sun,EY
2005	Real estate investment trusts - An asset allocation perspective	Chen,HC; Ho,KY; Lu,CL; Wu,CH
2004	Pricing options with American-style average reset features	Chang,CC; Chung,SL; Shackleton,MB
2003	Analytic approximation formulae for pricing forward-starting Asian options	Tsao,CY; Chang,CC; Lin,CG
2003	The effectiveness of coordinating price limits across futures and spot markets	Chou,PH; Lin,MC; Yu,MT
2002	Credit enhancement and loan default risk premiums	Chang,CC; Lai,VS; Yu,MT
2002	Option pricing in a multi-asset, complete market economy	Chen,RR; Chung,SL; Yang,TT
2002	Pricing American options on foreign assets in a stochastic interest rate economy	Chung,SL
2002	Review of synthesis of no-arbitrage Gaussian term structure models	Chung,SL
2002	The accuracy and efficiency of alternative option pricing approaches relative to a log-transformed trinomial model	Chen,HC; Chen,DM; Chung,SL
2002	The binomial Black-Scholes model and the Greeks	Chung,SL; Shackleton,M
2002	The relative efficiencies of price execution between the Singapore Exchange and the Taiwan Futures Exchange	Chou,RK; Lee,JH
2001	A binomial option pricing model under stochastic volatility and jump	Chang,CC; Fu,HC
2000	Price limits, margin requirements, and default risk	Chou,PH; Lin,MC; Yu,MT
1998	Government deposit insurance and the Diamond-Dybvig model	McCulloch,JH; Yu,MT
1996	A further investigation of the lead-lag relationship between the cash market and stock index futures market with the use of bid/ask quotes: The case of France	Shyy,G; Vijayraghavan,V; ScottQuinn,B
1996	Opportunity cost of capital forbearance during the final years of the FSLIC mess	Kane,EJ; Yu,MT
1996	Pricing catastrophe insurance futures call spreads: A randomized operational time approach	Chang,CW; Chang,JSK; Yu,MT
1996	Trading mechanisms and trading preferences on a 24-hour futures market: A case study of the Floor/GLOBEX switch on MATIF	Chow,EH; Lee,JH; Shyy,G
1995	MEASURING THE TRUE PROFILE OF TAXPAYER LOSSES IN THE SAVINGS-AND-LOAN INSURANCE MESS	KANE,EJ; YU,MT
1995	PRICE TRANSMISSION AND INFORMATION ASYMMETRY IN BUND FUTURES MARKETS - LIFFE VS DTB	SHYY,G; LEE,JH
1995	USE OF REGION, LIFE-CYCLE AND ROLE VARIABLES IN THE SHORT-RUN ESTIMATION OF THE DEMAND FOR GASOLINE AND MILES TRAVELED	GREENING,LA; JENG,HT; FORMBY,JP; CHENG,DC
1994	A NOTE ON CONVEXITY AND BOND PORTFOLIO PERFORMANCE	SHYY,G; LIEU,CL
1994	DO BANK RUNS EXIST IN THE DIAMOND-DYBVIG MODEL	HUO,TM; YU,MT
1994	FORBEARANCE AND PRICING DEPOSIT INSURANCE IN A MULTIPERIOD FRAMEWORK	DUAN,JC; YU,MT
1994	LIFE-CYCLE ANALYSIS OF GASOLINE EXPENDITURE PATTERNS	GREENING,LA; JENG,HT

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