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    Items for Author "Lin, Shih-Kuei"  

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    Showing 78 items.

    Collection Date Title Authors Bitstream
    [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

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