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    Showing items 51-75 of 1900. (76 Page(s) Totally)
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    DateTitleAuthors
    2016-10 A New Approach to Jointly Estimating the Lerner Index and Cost Efficiency for Multi-output Banks under a Stochastic Meta-Frontier Framework 黃台心; Huang, Tai-Hsin; Chiang, Dien-Lin; Chao, Shih-Wei
    2010 A New Metafrontier Model with an Application to West European Banking Industries 李起銓
    2010 An Examination on the Cost Efficiency of the Banking Industry under Multiple Output Prices` Uncertainty Huang, Tai-Hsin; Liao, Ying-Ting; Chiang, Li-Chih; 黃台心; 廖盈婷; 姜麗智
    2017 An extension from network DEA to copula-based network SFA: Evidence from the U.S. commercial banks in 2009 黃台心; Huang, Tai-Hsin; Chen, Kuan-Chen; Lin, Chung-I
    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
    1993-12 An Investigation of Stock Index Option Prices during the 1987 Stock Crash 陳威光
    2016 A Note on Testing for the Periodically Collapsing Bubbles in Japanese REIT Markets Chen, Shyh-Wei; Wu, An-Chi
    2003-05 A note on the optimum quantity of money Chuang, S.-F.; Hou, Teh Ming; 霍德明
    2017-02 Antecedents for Forming Simultaneous Alliances or One-by-One Alliances 黃國峯; Huang, Kuo-Feng
    2007 an We See the Future and Rational Price of the Unlisted or Switching Listed Firm? 江彌修
    1999-12 A Parametric Estimation of Bank Efficiencies Using a Flexible Profit Function with Panel Data 黃台心; Huang,Tai-Hsin
    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
    1997-12 Application of Neural Networks to Financial Swaps 陳威光
    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
    2001 Are Bank Performance Related to Corporate Performance? A Global Study 沈中華; A. H. Huang
    2002 Are crisis-induced devaluations contractionary? Shen, Chung-Hua; Rajan, Ramkishen S.; 沈中華
    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
    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
    1995 A Re-examination of the Pork Bellies Futures Price Under Price Limit 沈中華
    2010-07 A relaxed cutting plane algorithm for solving the Vasicek-type forward interest rate model Chen, Homing; Hu, C.-F.; 陳宏銘
    2010-07 A relaxed cutting plane algorithm for solving the Vasicek-type forward interest rate model Chen,  Homing; 陳宏銘
    2003 Are performances of banks and firms linked? And if so, why? Shen, Chung-Hua; Huang, Ai-Hua; 沈中華
    2001 Are Prediction of Yield Spread on Economic Activity: The Probit-Markov Switching Model 沈中華

    Showing items 51-75 of 1900. (76 Page(s) Totally)
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