[心理學系] 期刊論文 |
2017-02 |
Suppression benefits boys in Taiwan: The relation between gender, emotional regulation strategy, and mental health |
顏乃欣; Yeh, K. H.; Bedford, O.; Wu, C. W.; Wang, S. Y.; Yen, N. S.; Yen, Nai-Shing |
|
[心理學系] 期刊論文 |
2014-02 |
Lack of efficacy of dextromethorphan in managing alcohol withdrawal: A preliminary report of a randomized, double-blind, placebo-controlled trial |
Huang, M.-C.; Chen, C.-H.; Pan, Chun-Hung; Lin, S.-K.; 潘俊宏 |
|
[心理學系] 期刊論文 |
2013-02 |
Oxidative stress status in recently abstinent methamphetamine abusers |
Huang, M.-C.; Lin, S.-K.; Chen, Chen C.-H.; Pan, Chun-Hung; Lee, C.-H.; Liu, H.-C.; 潘俊宏 |
|
[心理學系] 期刊論文 |
2010-10 |
Appending chinese language names to medicine labels: The effect on nursing staff label recognition efficacy |
Liu, Nai Chih; 劉乃誌; 許文耀; Chang, C.-S.; Chen, S.-Y.; Tsai, P.-L.; Hsu, Wen-Yau |
|
[心理學系] 期刊論文 |
2009 |
Predictors of sexual abstinence behaviour in Taiwanese adolescents: A longitudinal application of the transtheoretical model |
Wang, R.-H.; Cheng, Chung Ping; 鄭中平 |
|
[心理學系] 期刊論文 |
2007-12 |
Testing a model of contraception use behavior among sexually active female adolescents in Taiwan |
Wang, R.-H.; Wang, H.-H.; Cheng, Chung-Ping; Hsu, H.-Y.; Lin, S.-Y. |
|
[應用物理研究所 ] 期刊論文 |
2014-08 |
Geometric and electronic properties of edge-decorated graphene nanoribbons |
Chang, S.-L.; Lin, S.-Y.; Lin, S.-K.; Lee, Chi Hsuan; Lin, M.-F. |
|
[會計學系] 期刊論文 |
2012-09 |
The Valuation of Mortgage Insurance Contracts under Housing Price Cycles: Evidence from Housing Price Index |
林士貴; 蔡怡純; 陳明吉; 莊明哲; Lin,Shih-Kuei; Tsai,I-Chun; Chen,Ming-Chi; Chuang,Ming-Che |
|
[會計學系] 期刊論文 |
2008-09 |
可解約分紅保單之遞迴評價公式 |
廖四郎; 張智凱; 林士貴; Lin,Shih-Kuei; Chang, Chih-Kai; Liao, Szu-Lang |
|
[法學院] 期刊論文 |
2021-12 |
以流動性覆蓋比率監控流動性之研究 |
臧正運; 林士貴; 李志宏; 林慶達; 蔡煥文; 許庭毓 |
|
[統計學系] 學位論文 |
2003 |
Empirical Performance and Asset Pricing in Markov Jump Diffusion Models |
林士貴; Lin, Shih-Kuei |
|
[統計學系] 學位論文 |
1996 |
FUZZY ARCH模式的建構與預測:以台灣加權指數為例 |
林士貴 |
|
[統計學系] 期刊論文 |
2019-02 |
Stock Index Options Pricing under Jump Patterns Driven by Market States |
劉惠美*; Liu, Huimei; Lin, Chao-Yang; Lee, Jia-Ching; Lin, Shih-Kuei |
|
[英國語文學系] 會議論文 |
2014-09 |
The influence of bring your own device on the psychological climate at workplace |
Chang, C.-C.; Wu, C.-C.; Chen, Sheng Chi; 陳聖其 |
|
[行政管理碩士學程(MEPA)] 學位論文 |
2024 |
決策疲勞對作業風險管理之影響-以國軍幹部為例 |
陳亭甫; Chen, Ting-Fu |
|
[資訊科學系] 國科會研究計畫 |
2015 |
在季節性、不對稱性及極端氣候下隨機波動度之氣候衍生性商品定價與避險:GARCH 與 SV 模型之應用 |
林士貴 |
|
[資訊管理學系] 期刊論文 |
2022-06 |
Machine learning and artificial neural networks to construct P2P lending credit-scoring model: A case using Lending Club data |
蔡瑞煌; Tsaih, Rua-Huan; Chang, An-Hsing; Yang, Li-Kai; Lin, Shih-Kuei |
|
[金融學系] 國科會研究計畫 |
2016 |
槓桿與波動度回饋效果及傳染效應之實證分析、衍生性商品定價與風險管理(第2年) |
林士貴 |
|
[金融學系] 國科會研究計畫 |
2014 |
考量流動性風險下巨災債券與颶風衍生性商品之評價、實證與風險管理 |
林士貴 |
|
[金融學系] 國科會研究計畫 |
2013 |
考量流動性風險下巨災債券與颶風衍生性商品之評價、實證與風險管理 |
林士貴 |
|
[金融學系] 國科會研究計畫 |
2012 |
巨災與氣候衍生性商品之定價、避險與實証分析(II) |
林士貴 |
|
[金融學系] 國科會研究計畫 |
2011 |
巨災與氣候衍生性商品之定價、避險與實証分析(I) |
林士貴 |
|
[金融學系] 國科會研究計畫 |
2010 |
金融危機或成長下景氣循環之資產定價---股價指數、公債殖利率指數與房價指數之實證 |
林士貴 |
|
[金融學系] 學位論文 |
2016 |
碳排放權衍生性商品訂價與實證分析:均數復歸、隨機波動度與跳躍風險 |
陳亭甫; Chen, Ting Fu |
|
[金融學系] 期刊論文 |
2024-01 |
Intelligent portfolio construction via news sentiment analysis |
匡顯吉; 林士貴; Kuang, Xian-Ji; Hung, Ming-Chin; Hsia, Ping-Hung; Lin, Shih-Kuei |
|
[金融學系] 期刊論文 |
2023-11 |
Valuation of callable range accrual linked to CMS Spread under generalized swap market model |
林士貴; 何杰操; Lin, Shih-Kuei; He, Jie-Cao; Hsieh, Chang-Chieh; Huang, Zi-Wei |
|
[金融學系] 期刊論文 |
2023-05 |
Upside and downside correlated jump risk premia of currency options and expected returns |
何杰操; 張興華; 林士貴; He, Jie-Cao; Chang, Hsing-Hua; Chen, Ting-Fu; Lin, Shih-Kuei |
|
[金融學系] 期刊論文 |
2023-02 |
Does variance risk premium predict expected returns? |
張興華; 匡顯吉; 林士貴; Chang, Alan; Kuang, Xian-Ji; Lin, Shih-Kuei; Hsu, Yueh-Hua |
|
[金融學系] 期刊論文 |
2022-09 |
Theoretical and empirical analysis of options in open market share repurchases of Taiwan companies |
林士貴; Lin, Shih-Kuei; Tsai, Pei-Ling; Hsu, Yuan-Lin; Chih, Hsiang-Hsuan |
|
[金融學系] 期刊論文 |
2021-04 |
Valuation and Risk Management of Weather Derivatives: The Application of CME Rainfall Index Binary Contracts |
林士貴; Lin, Shih-Kuei; 莊明哲; 方東杰; Fang, Dong-Jie |
|
[金融學系] 期刊論文 |
2021-04 |
Valuation of callable accreting interest rate swaps: Least squares Monte-Carlo method under Hull-White interest rate model |
林士貴; Lin, Shih-Kuei |
|
[金融學系] 期刊論文 |
2020-12 |
分析師樣本公司之因子模型: 台灣市場實證分析 |
林士貴; Lin, Shih-kuei; 阮彥勳; 林朝陽; Juan, Yen-hsun; Lin, Chao-yang |
|
[金融學系] 期刊論文 |
2020-04 |
Option pricing under stock market cycles with jump risks: evidence from the S |
林士貴; Lin, Shih-Kuei; Wang, Shin-Yun Wang; Chuang, Ming-Che; Shyu , So-De |
|
[金融學系] 期刊論文 |
2020-04 |
Valuation and Empirical Analysis of Currency Options |
林士貴; Lin, Shih-Kuei; Chuang, Ming-Che; Wen, Chin-Hsiang |
|
[金融學系] 期刊論文 |
2020-04 |
Risk Management of Deposit Insurance Corporations with Risk-Based Premiums and Credit Default Swaps |
林士貴; Lin, Shih-Kuei; Wu, Yang-Che; Chen, Ting-Fu |
|
[金融學系] 期刊論文 |
2020-02 |
Excess volatility and market efficiency in government bond markets: the ASEAN-5 context |
林士貴; Lin, Shih-Kuei; Liao , Szu-Lang; Wong, Shao-Jye; Tang, Kin-Boon |
|
[金融學系] 期刊論文 |
2019-12 |
跳躍風險相關之匯率選擇權: 傅立葉轉換評價法 |
林士貴; Lin, Shih-kuei; 莊明哲; 温晉祥; Chuang, Ming-che; Wen, Chin-hsiang |
|
[金融學系] 期刊論文 |
2019-06 |
考慮違約風險與隨機利率模型下的匯率連結外幣資產選擇權定價 |
林士貴; Lin, Shih-Kuei; 吳宥璇; 張瑞珍 |
|
[金融學系] 期刊論文 |
2018-12 |
Pricing the Deflation Protection Option in TIPS using a HJM Model with Inflation- and Interest-Rate Jumps |
Chuang, Ming-Che; 林士貴; Lin, Shih-Kuei; 江彌修; Chiang, Mi-Hsiu |
|
[金融學系] 期刊論文 |
2018 |
Pricing the Deflation Protection Option in TIPS Using an HJM Model with Inflation- and Interest-Rate Jumps |
林士貴; Lin, Shih-Kuei; Chuang, Ming-Che; Chiang, Mi-Hsiu |
|
[金融學系] 期刊論文 |
2018 |
Pricing mortgage insurance contracts under housing price cycles with jump risk: evidence from the U.K. housing market |
林士貴; Chuang, Ming-Che; Yang, Wan-Ru; Chen, Ming-Chi; Lin, Shih-Kuei |
|
[金融學系] 期刊論文 |
2017-11 |
Fair valuation of mortgage insurance under stochastic default and interest rates |
林士貴; Wu, Yang-Che; Huang, Yi-Ting; Lin, Shih-Kuei; Chuang, Ming-Che |
|
[金融學系] 期刊論文 |
2017-11 |
Pricing Range Accrual Interest Rate Swap employing LIBOR market models with jump risks |
林士貴; Lin, Shih-Kuei; Wang, Shin-Yun; Chen, Carl R.; Xu, Lian-Wen |
|
[金融學系] 期刊論文 |
2017-06 |
Causality Effect of Returns, Continuous Volatility and Jumps: Evidence from the U.S. and European Index Futures Markets |
廖四郎; Liao, Szu-Lang; 林士貴; Lin, Shih-Kuei; 廖志偉; Liao, Chih-Wei |
|
[金融學系] 期刊論文 |
2017-06 |
Realized Jump Risks in the U.S. TB and TIPS Markets |
林士貴; Lin, Shih-Kuei; Chuang, Ming-Che; Shyu, So-De; Wu, An-Chi |
|
[金融學系] 期刊論文 |
2016-12 |
Analysis of the Risk Management Strategies for Contingent Convertible Bonds |
林士貴; Lin, Shih-Kuei; 陳亭甫; Chen, Ting-Fu; 林建璋; Lin, Chien-Tsang |
|
[金融學系] 期刊論文 |
2016-12 |
Analysis of Risk Management Strategies for Contingent Convertible Bonds=或有可轉債之風險管理策略分析 |
林士貴; Lin, Shih-Kuei; Chen, Ting-Fu; Lin, Chien-Tsang |
|
[金融學系] 期刊論文 |
2016-07 |
The Extension from Independence to Dependence between Jump Frequency and Jump Size in Markov-modulated Jump Diffusion Models |
林士貴; 彭金隆; Lin, Shih-Kuei; Peng, Jin-Lung; Chao, Wei-Hsiung; Wu, An-Chi |
|
[金融學系] 期刊論文 |
2016-04 |
The Affine Styled-Facts Price Dynamics for the Natural Gas: Evidence from Daily Returns and Option Prices |
林士貴; Hsu, Chih-Chen; Chen, An-Sing; Lin, Shih-Kuei; Chen, Ting-Fu |
|
[金融學系] 期刊論文 |
2016-04 |
Empirical analysis of stock indices under a regime-switching model with dependent jump size risks |
林士貴; Hsu, Yuan-Lin; Lin, Shih-Kuei; Hung, Ming-Chin; Huang, Tzu Hui |
|
[金融學系] 期刊論文 |
2015 |
Pricing derivatives with modeling CO2 emission allowance using a regime-switching jump diffusion model: with regime-switching risk premium |
Li, Chang-Yi; Chen, Son-Nan; Lin, Shih-Kuei; 林士貴 |
|
[金融學系] 期刊論文 |
2014-04 |
Pricing gold options under Markov-modulated jump-diffusion processes |
林士貴; 連育民; 廖四郎; Lin,Shih-Kuei; Lian,Yu-Min; Liao,Szu-Lang |
|
[金融學系] 期刊論文 |
2014-02 |
A Recursive Formula for a Participating Contract Embedding a Surrender Option under a Regime-switching Model with Jump Risk: Evidence From The S&P 500 Stock Index |
Lin, Shih-Kuei; Lin, Chien-Hsiu; Chuang, Ming-Che; Chou, Chia-Yu; 林士貴; 林建秀 |
|
[金融學系] 期刊論文 |
2014-01 |
Pricing and Hedging European Energy Derivatives: A Case Study of WTI Oil Options |
林士貴; Hsu,Chih-Chen; Lin,Shih-Kuei; Chen,Ting-Fu |
|
[金融學系] 期刊論文 |
2014-01 |
Foreign Exchange Option Pricing in the Currency Cycle with Jump Risks |
Lin, Chien-Hsiu; Lin, Shih-Kuei; Wu, An-Chi; 林建秀; 林士貴 |
|
[金融學系] 期刊論文 |
2014-06 |
Pricing and Hedging European Energy Derivatives:A Case Study of WTI Crude Oil Options |
林士貴; Hsu*, Chih-Chen;; Lin, Shih-Kuei; Chen, Ting-Fu |
|
[金融學系] 期刊論文 |
2013-08 |
A Tale of Two Regimes: Theory and Empirical Evidence for a Markov-Modulated Jump Diffusion Model of Equity Returns and Derivative Pricing Implications |
Chang, Charles; Fuh, Cheng-Der; Lin, Shih-Kuei; 林士貴 |
|
[金融學系] 期刊論文 |
2013-03 |
A Tale of Two Regimes: Theory and Empirical Evidence for a Markov-Modulated Jump Diffusion Model of Equity Returns and Derivative Pricing Implications |
林士貴; Lin,Shih-Kuei; Chang,Charles; Fuh,Cheng-Der |
|
[金融學系] 期刊論文 |
2012-12 |
跳躍幅度相關風險下狀態轉換模型之選擇權定價與實證分析 |
林士貴; 劉惠美; 陳亭甫; 林琮偉; Lin, Shih-Kuei; Liu, Hui-Mei; Chen, Ting-Fu; Lin, Tsung-Wei |
|
[金融學系] 期刊論文 |
2012-12 |
Empirical Analysis and Option Pricing under Regime Switching Model with Dependent Jump Size Risks |
林士貴; 劉惠美; 陳亭甫; 林琮偉; Lin, Shih-Kuei; Liu, Hui-Mei; Chen, Tingfu; Lin, Tsung-Wei |
|
[金融學系] 期刊論文 |
2012-04 |
Valuation of Open Market Repurchases with Interval Prices: An Application of the Exchange Option |
林士貴; Tsai, P. L.; Lin, S. K.; Chih, H. H. |
|
[金融學系] 期刊論文 |
2012-04 |
區間價格下公開市場股票買回之評價:互換選擇權之應用 |
蔡佩玲; 林士貴.; 池祥萱; Tsai, Pei-Ling; Lin, Shih-Kuei; Chih, Hsiang-Hsuan |
|
[金融學系] 期刊論文 |
2011-06 |
Valuation of Catastrophe Equity Puts with Markov-Modulated Poisson Processes |
Chang, C. C.; Lin, S. K.; Yu, M. T.; 林士貴 |
|
[金融學系] 期刊論文 |
2010-09 |
An Efficient Valuation and Hedging of Constant Maturity Swap Products under BGM Model |
廖四郎; Liao, Szu-Lang; Tsai, Hung-Pin; Lin, Shih-Kuei |
|
[金融學系] 期刊論文 |
2010-06 |
Estimation of Housing Price Jump Risks and Impact on the Valuation of Mortgage Insurance Contacts |
Chen, Ming-Chi; Chang, Chia-Chien; Lin, Shih-Kuei; Shyu, D.; 林士貴 |
|
[金融學系] 期刊論文 |
2010-01 |
The Pricing and Hedging of Structured notes with Systematic Jump Risk: An Analysis of the USD Knock-Out Reversed Swap |
Wang, S. Y.; Lin, Shih-Kuei; 林士貴 |
|
[金融學系] 期刊論文 |
2010-01 |
Lévy與GARCH-Lévy過程之選擇權評價與實證分析:臺灣加權股價指數選擇權為例 |
吳仰哲; 廖四郎; 林士貴; Wu, Yang-Che; Liao, Szu-Lang; Lin, Shih-Kuei |
|
[金融學系] 期刊論文 |
2010-01 |
Credit Risks with Lévy Processes under a Stochastic Interest Rate: A Structural Form Model |
林士貴; 廖四郎; 林德政; Lin, Shih-Kuei; Liao, Szu-Lang; Lin, Te-Cheng |
|
[金融學系] 期刊論文 |
2010-01 |
Lévy與GARCH-Lévy過程之選擇權評價與實證分析:台灣加權股價指數選擇權為例 |
林士貴; Lin, Shih-Kuei; 吳仰哲; Lin, S. K.; Wu, Yang-Che; 廖四郎; Liao, Szu-Lang |
|
[金融學系] 期刊論文 |
2009-08 |
The Valuation of Contingent Capital with Catastrophe Risks |
Lin, Shih-Kuei; Chang, C. C.; Powers, M. R.; 林士貴 |
|
[金融學系] 期刊論文 |
2009-06 |
Pricing Risky Securities in Hidden Markov-Modulated Poisson Processes |
Hung, Y. C.; Lin, Shih-Kuei; Wu, C. W.; 林士貴 |
|
[金融學系] 期刊論文 |
2009-03 |
An Importance Sampling Method to Evaluate Value-at-Risk for Assets with Jump Risks |
Wang, R. H.; Lin, Shih-Kuei; Fuh, C. D.; 林士貴 |
|
[金融學系] 期刊論文 |
2009-03 |
Application of Hidden Markov Switching Moving Average Model in Stock Markets: Theory and Empirical Evidence |
Lin, Shih-Kuei; Wang, S. Y.; Tsai, P. L.; 林士貴 |
|
[金融學系] 期刊論文 |
2008 |
Pricing Catastrophe Insurance Products in Markov Jump Diffusion Models |
林士貴; 徐守德; 張嘉倩; Lin, Shih-Kuei; Shyu, David; Chang, Chia-Chien |
|
[金融學系] 期刊論文 |
2008 |
A recursive formula for a participating contract embedding a surrender option under regime-switching model with jump risks: Evidence from stock indices |
林士貴; Lin, Shih-Kuei; Lin, Chien-Hsiu; Chuang, Ming-Che; Chou, Chia-Yu |
|
[金融學系] 期刊論文 |
2006-09 |
Risk Management for Linear and Non-Linear Assets: A Bootstrap Method with Importance Resampling to Evaluate Value-at-Risk |
Lin, Shih-Kuei; Wang, R. H.; Fuh, C. D.; 林士貴 |
|
[金融學系] 期刊論文 |
2004-04 |
A Bootstrap Method with Importance Resampling to Evaluate Value-at-Risk |
林士貴; 傅承德; 柯子介; Lin, Shih-Kuei; Fuh, Cheng-Der; Ko, Tze-Jieh |
|
[金融學系] 期刊論文 |
2003 |
Empirical Performance and Asset Pricing in Hidden Markov Model |
Fuh, Cheng-Der; Hu, Inchi; Lin, Shih-Kuei; 林士貴 |
|