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    Items for Author "Tang,Ta-Lun"  

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    Showing 25 items.

    Collection Date Title Authors Bitstream
    [國際經營與貿易學系 ] 會議論文 2006-12 Nonlinear Correlated Defaults with Copulas Chih-Yung Lin; 謝淑貞
    [國際經營與貿易學系 ] 會議論文 2006-05 Modeling Daily Value-at-risk for MSCI Taiwan Index Futures Returns by using FIGARCH model with Student-t Density Shang-Ming Liu; 謝淑貞
    [國際經營與貿易學系 ] 會議論文 2006-04 Volatility Comovement: A Fractional Cointegration Analysis 謝淑貞; Shang-Ming Liu
    [國際經營與貿易學系 ] 期刊論文 2005-12 Value-at-Risk Analysis for Taiwan Stock Index Futures Market 謝淑貞
    [國際經營與貿易學系 ] 會議論文 2005-07 Value-at-Risk for Futures Returns: Evidence from the MSCI Taiwan Index futures markets 謝淑貞; Shang-Ming Liu
    [國際經營與貿易學系 ] 會議論文 2005-04 Noise Trades are Inertial 謝淑貞; Chang-Kuo Hu
    [國際經營與貿易學系 ] 會議論文 2004-07 On Mean Reversion in Stock Index Futures Markets 謝淑貞
    [國際經營與貿易學系 ] 會議論文 2003-07 The Nonlinear Dynamics in Minute-by-Minute Stock Index Basis 謝淑貞
    [國際經營與貿易學系 ] 會議論文 2002-12 ARCH 與量價關係 : 以新台幣/美元匯率為例 謝淑貞; 莊家彰
    [國際經營與貿易學系 ] 會議論文 1998 Bayesian Learning in Dynamic Large Games 謝淑貞
    [國際經營與貿易學系 ] 期刊論文 2009 Statistical analysis of the overnight and daytime return 謝淑貞; Wang,Fengzhong; Shieh,Shwu-Jane; Shlomo Havlin; H. Eugene Stanley