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    顯示項目1-25 / 645. (共26頁)
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    日期題名作者
    2017-01 A New Approach to Estimating a Profit Frontier Using the Censored Stochastic Frontier Model 黃台心; Huang, Tai-Hsin; Dien-Lin; Lin, Chung-I
    2010-07 A relaxed cutting plane algorithm for solving the Vasicek-type forward interest rate model Chen,  Homing; 陳宏銘
    2016-03 The Affine Styled-Facts Price Dynamics for the Natural Gas: Evidence from Daily Returns and Option Prices 陳亭甫; Hsu, Chih-Chen; Chen, An-Sing; Lin, Shih-Kuei; Chen, Ting-Fu
    2005 An Alternative Test of The After-tax CAPM Cheng Joseph W. W.; 陳松男
    1994-01 An Alternative Test of the Performance of Futures Markets:A note 朱浩民; Chu, Haumin
    2009 Ambition Versus Conscience, Does Corporate Social Responsibility Pay off? The Application of Matching Methods Shen, Chung-Hua; Chang, Yuan; 沈中華
    2013-07 An Analysis of Strategic Equity Stakes Acquisition of Chinese Bank by Foreign Financial Institutions 廖四郎; Liao,Szu-Lang; Wang,Ming-Chieh; Huang,Li-Jhang
    2012-05 The Analysis of Entry Time and Model in China Banking Sector for Following Financial Institutes-Real Option Approach Chang, Hui-Lung; Wu, Sou-Shan; Liao, Szu-Lang; 廖四郎
    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
    2015-03 Analysis of the Efficient Frontier for Life Settlements in the Presence of Longevity Risk 楊曉文; Yang, Sharon S.; 葉俞昀; Yeh, Yu-Yun
    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
    2019-07 Analytic Formulae for Valuing Guaranteed Minimum Withdrawal Benefits in a Multi-Asset Framework 楊曉文; Yang, Sharon S.; 王昭文; Wang, Chou-Wen; 劉議謙; Liu, I-Chien
    2018-09 Analytical Approximations for American Options: The Binary Power Option Approach 江彌修; Chiang, Mi-Hsiu; Fu, Hsin-Hao
    2009 Analytical Valuation of Barrier Interest Rate Options Under Market Models Wu, Ting-Pin; Chen, Son-Nan; 陳松男
    2017 Analyzing Target Redemption Forward Contracts under Levy Process Yang, Jerry T.; 廖四郎; Liao, Szu-Lang; Chen, Jun-Home
    2009 Analyzing yield, duration and convexity of mortgage loans under prepayment and default risks 廖四郎; Tsai, Ming-Shann; Liao, Szu-Lang; Chiang, Shu-Ling
    2017-02 Antecedents for Forming Simultaneous Alliances or One-by-One Alliances 黃國峯; Huang, Kuo-Feng
    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
    2010-07 An Application of the Meta-frontier Cost Function to the Study of Bank Efficiencies and Technology Gaps in 16 European Countries 黃台心; 姜麗智; 陳冠臻; 邱柏豪; Huang, Tai-Hsin; Chiang, Li-Chih; Chen, Kuan-Chen; Chiu, Po-Hao
    1998-05 Applications of Neural Networks to Financial Swaps 蔡瑞煌; 陳威光
    2011-08 Applying GARCH-EVT-copula models for portfolio value-at-risk on G7 currency markets Huang, S.-C.; Chienb, Yi Hsin; Wangc, R.-C.
    1999-01 Applying the Seasonal Error Correction Model to the Demand for International Reserves in Taiwan 黃台心; 沈中華; Huang, Tai-Hsin; Shen, Chung-Hua
    2002 Are crisis-induced devaluations contractionary? Shen, Chung-Hua; Rajan, Ramkishen S.; 沈中華
    2003 Are performances of banks and firms linked? And if so, why? Shen, Chung-Hua; Huang, Ai-Hua; 沈中華
    2000 Are the Effects of Monetary Policy Asymmetric? The Case of Taiwan Shen, Chung-Hua; 沈中華

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