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Issue DateTitleAuthor(s)Text
-(21世紀全球投資策略研討會論文集,p503-p536)台幣/美元外匯報酬率變動行為之探索葉仕國; 闕河士; 王兆佑-
-(Advances in Investment Analysis and Portfolio Management, 08:255-282)Two-Factor Jump-Diffusion Interest Rate Process: An Empirical Examination in Taiwan Money MarketS.K. Yeh; B.H. Lin
-(Advances in Quantitative Analysis of Finance and Accounting, 02:153-170)Asset Pricing with Higher Moments: Empirical Evidence from the Taiwan Stock MarketBing-Huei Lin; Jerry M.C. Wang
-Analytical Bounds for Treasury Bond Futures PricesRen-Raw Chen; Shih-Kuo Yeh-
-Analytical Upper Bounds for American Option PricesRen-Raw Chen; Shih-Kuo Yeh-
-(Applied Economics, 35(17):1877-1887)Systematic Skewness in Asset Pricing: An Empirical Examination of the Taiwan Stock MarketB.H. Lin; M.C. Wang-
-(Applied Financial Economics, 12(1):057-075)Fitting Term Structure of Interest Rates Using B-Splines: The Case of the Taiwanese Government BondBing-Huei Lin-
-Are social, financial, and human capital value enhancing? Evidence from Taiwanese firmsDoong, Shuh-Chyi; Fung, Hung-Gay; Wu, Jr-Ya-
-(Asian-Pacific Journal of Financial Studies, 38(5):773-800)Negative Market Volatility Risk Premium: Evidence from the LIFFE Equity Index OptionsBing-Huei Lin; Yin-Jung Chen-
-Estimation for Factor Models of Term Structure of Interest Rates With Jumps: The Case of the Taiwanese Government Bond MarketLin, Bing-Huei; Yeh, Shih-Kuo-
-Fitting the Term Structure of Interest Rates for Taiwanese Government BondsLin, Bing-Huei-
-The Intrday Behavior of Order ImbalancesSurrounding the release of Earnings Forecast Revision:A Case from Taiwan Stock ExchangeHorace Chueh; Andy Chien; Shih-Kuo Yeh-
-(Journal of Financial and Quantitative Analysis,37(1):117-135)Analytical Upper Bounds for American Option PricesRen-Raw Chen; Shih-Kuo Yeh-
-(Journal of Futures Markets, 28(1):057-081)Smiling Less at LIFFEBing-Huei Lin; Ing-Jye Chang; Dean A. Paxson-
-On the Distribution and Conditional Heteroskedasticity in Taiwan Stock PricesB.H.Lin; S.K.Yeh-
-(PanPacific Management Review,03(1):015-028)Interaction and Integration Among Asia Pacific Bond MarketsMao-Wei Hung; Shih-Kuo Yeh-
-Pricing and Quality Option in Japanese Government Bond FuturesB.H.Lin; R.R.Chen; J.H.Chou-
-(Review of Future Markets, 17(4):357-382)Synthetic Currency Cross-Hedge Using Gold Futures versus Currency Forwards under a DCC-GARCH ModelBing-Huei Lin; Yueh-Negn Lin
-(Review of Pacific Basin Financial Markets and Policies, 06(3):305-348)Term Structure Fitting Models and Information Content: An Empirical Examination in Taiwanese Government Bond MarketB.H. Lin; S.K. Yeh