淡江大學機構典藏:Items for Author

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Items for Author "洪瑞成"

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Collection	Date	Title	Authors
[財務金融學系暨研究所] 期刊論文	2003-06	馬可夫狀態轉換模型與混合分配模型估計風險值之應用--以臺灣發行量加權股價指數為例	洪瑞成; 鄭婉秀; 李命志; 張清模
[財務金融學系暨研究所] 期刊論文	2003-07-01	風險值的探討－外匯投資組合之應用	邱建良; 林卓民; 洪瑞成
[財務金融學系暨研究所] 會議論文	2003-10	以風險值觀點評論現行信用交易最低擔保維持率水準	洪瑞成; 沈育展; 李命志; 邱建良; Hung, Jui-Cheng; Shen, Yu-Jan; Lee, Ming-Chih; Chiu, Chien-Liang
[財務金融學系暨研究所] 期刊論文	2004-03	日經225指數期貨之避險績效與最適避險策略之探討	沈育展; 洪瑞成; 邱建良; 李命志
[財務金融學系暨研究所] 會議論文	2004-05	價格跳躍下的風險值的計算	林允永; 洪瑞成; 邱建良; 林柏青; Lin, Yun-Yung; Hung, Jui-Cheng; Chiu, Chien-Liang; Lin, Po-Ching
[財務金融學系暨研究所] 期刊論文	2004-09-01	以風險值的觀點探討現行信用交易之最低擔保維持率	邱建良; 林卓民; 洪瑞成; 陳逸君
[財務金融學系暨研究所] 期刊論文	2005-01	以風險值觀點評論現行信用交易最低擔保維持率水準-跳躍-擴散模型之應用	洪瑞成; 沈育展; 邱建良; 李命志
[財務金融學系暨研究所] 期刊論文	2005-06	價格跳躍下的最適避險策略－日經225指數現貨與期貨	高峰; 洪瑞成; 姜世杰; 李命志
[財務金融學系暨研究所] 期刊論文	2005-09-01	以風險值觀點評論現行信用交易最低擔保維持率水準 – 跳躍擴散模型之應用	洪瑞成; 沈育展; 邱建良; 李命志
[財務金融學系暨研究所] 期刊論文	2005-10	Estimation of Value-at-Risk under jump dynamics and asymmetric information	Chiu, Chien-liang; Lee, Ming-chih; Hung, Jui-cheng; Hung, Jui-cheng
[財務金融學系暨研究所] 期刊論文	2005-12	價格跳躍下的風險值估計--以S& P 500現貨、美國30年公債期貨與布蘭特原油期貨為例	林允永; 邱建良; 洪瑞成
[財務金融學系暨研究所] 期刊論文	2006-02	Hedging with Zero-Value at Risk Hedge Ratio	Hung, Jui-cheng; Chiu, Chien-liang; Lee, Ming-chih; Hung, Jui-cheng
[財務金融學系暨研究所] 期刊論文	2006-07	Clearing margin system in the futures markets—Applying the value-at-risk model to Taiwanese data	Chiu, Chien-Liang; Chiang, Shu-Mei; Hung, Jui-Cheng; Chen, Yu-Lung; Chiang, Shu-Mei
[財務金融學系暨研究所] 期刊論文	2006-07	原油期貨的跳躍行為與跳躍相關性--CBP-GARCH模型之應用	胡緒寧; 洪瑞成; 李命志
[財務金融學系暨研究所] 學位論文	2007	Value-at-risk measures and value-at-risk based hedging approach	洪瑞成; Hung, Jui-cheng
[財務金融學系暨研究所] 會議論文	2007-04	厚尾分配的週日效應	李命志; 洪瑞成; Lee, Ming-Chih; Hung, Jui-Cheng
[財務金融學系暨研究所] 期刊論文	2007-05	厚尾GARCH模型之波動性預測能力比較	李命志; 洪瑞成; 劉洪鈞
[財務金融學系暨研究所] 期刊論文	2007-07	Jump Risk of Presidential Election: Evidence from Taiwan Stock and Foreign Exchange Markets	Hung, Jui-cheng; Jiang, Shi-jie; Chiu, Chien-liang
[財務金融學系暨研究所] 期刊論文	2007-10	Normal and abnormal information transmissions: evidence from China's stock markets	Chiu, Chien-liang; Hung, Jui-cheng
[財務金融學系暨研究所] 期刊論文	2007-10-01	Hedging for multi-period downside risk in the presence of jump dynamics and conditional heteroskedasticity	李命志; Lee, Ming-chih; 洪瑞成; Hung, Jui-cheng
[財務金融學系暨研究所] 期刊論文	2008-05	Estimation of Value-at-Risk for Energy Commodities via Fat-Tailed GARCH Models	李命志; Hung, Jui-cheng; Lee, Ming-chih; Liu, Hung-chun
[財務金融學系暨研究所] 期刊論文	2008-10	Maturity Effect under High and Low Volatility Regimes in Taiwan Stock Index Futures	Chiu, Chien-liang; Hung, Jui-cheng
[財務金融學系暨研究所] 期刊論文	2008-11	The Day-of-the-Week Effect on the Shape of the Heavy-Tailed Distribution	Lee, Ming-chih; Hung, Jui-cheng
[企業管理學系暨研究所] 期刊論文	2010-06	Long-term Relationship between Political Behavior and Stock Market Return: New Evidence from Quantile Regression	Wang, Yi-hsien; Hung, Jui-cheng; 高秀學; Kao, Hsiu-hsueh; Shih, Kuang-hsun
[企業管理學系暨研究所] 期刊論文	2010-08	An Optimal Algorithm for TYPE-I Assembly Line Balancing Problem with Resource Constraint	Kao, Hsiu-hsueh; Yeh, Din-horng; Wang, Yi-hsien; Hung, Jui-cheng; Kao, Hsiu-hsueh
[財務金融學系暨研究所] 期刊論文	2011-01	Skewness and Leptokurtosis in GARCH-typed VaR estimation of petroleum and metal asset returns	Cheng, Wan-hsiu; Hung, Jui-cheng; Cheng, Wan-hsiu
[企業管理學系暨研究所] 期刊論文	2011-05	Minimum variance hedging with bivariate regime-switching model for WTI crude oil	Hung, Jui-Cheng; Wang, Yi-Hsien; Chang, Matthew C.; Shih, Kuang-Hsun; Kao, Hsiu-Hsueh
[財務金融學系暨研究所] 期刊論文	2011-12	Reexamination of capital asset pricing model (CAPM): An application of quantile regression	Chang, Matthew C.; Hung, Jui-Cheng; Nieh, Chien-Chung
[管理科學學系暨研究所] 期刊論文	2012-06-01	Computing regression quantiles to analysis the relationship between market behavior and political risk	Wang, Yi-Hsien; Hung, Jui-Cheng; Lee, Yen-Hsien; Chuang, Chung-Chu; Wang, Yi-Hsien
[財務金融學系暨研究所] 期刊論文	2013	Evaluating and improving GARCH-based volatility forecasts with range-based estimators	Hung, Jui-Cheng; Lou, Tien-Wei; Wang, Yi-Hsien; Lee, Jun-De; Hung, Jui-Cheng
[財務金融學系暨研究所] 期刊論文	2013-03-01	One Gold, Two Currencies: Price Discovery between Spot Exchange Rate and Implied Exchange Rate Derived from Futures	Chang, Matthew C.; Hung, Jui-Cheng; Chiu, Chien-Liang
[財務金融學系暨研究所] 期刊論文	2014	Information Transmission Effects between Large and Small Capitalization Indices in Tokyo Stock Exchange	Hung, Jui-Cheng; Lin, Yun-Yung
[財務金融學系暨研究所] 會議論文	2016-05-14	The Asymmetric Commodity Inventory Effect on the Hedging Performance	Huang, Chien-Ming; Hung, Jui-Cheng; Lee, Chen-Fu
[財務金融學系暨研究所] 期刊論文	2018-04-30	VIX期貨與VIX交易所交易商品價格發現的實證研究	洪瑞成; 邱建良; 葉宗翰

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Items for Author "洪瑞成"