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日期	題名	作者
2012-05	Re-examine the Dynamic Conditional Correlation between the Bond and Stock Returns-Quantile Regression Approach	Lee,Wo-chiang; Wu,Bing-tse; Lee, Wo-chiang
2004-03	Realize the Realized Stock Index Volatility	黃河泉; Huang, Ho-chuan; 聶建中; Nieh, Chien-chung
2012	A reassessment of inequality and growth in the United States	Huang, Ho-Chuan; Yeh, Chih-Chuan; Yeh, Chih-Chuan
2011-08	Redefinition of the KMV model's optimal default point based on genetic algorithms – Evidence from Taiwan	Lee, Wo-Chiang; Lee, Wo-Chiang
2011-12	Reexamination of capital asset pricing model (CAPM): An application of quantile regression	Chang, Matthew C.; Hung, Jui-Cheng; Nieh, Chien-Chung
2008-02	Regime-switching analysis for the impacts of exchange rate volatility on corporate values: a Taiwanese case	Nieh, Chien-chung; Lin, Jeng-bau
2004-04-01	Regulatory changes and information competition: The case of Taiwan index futures	謝文良; Hsieh, Wen-liang
2009-12-31	REIT Market Efficiency Before and After Inclusion in the S&P 500	Huang, Chien-ming; Su, Hsin-mei; Chiu, Chien-liang
2006-03	The Relationship between the S&P 500 Spot and Futures Indices: Brothers or Cousins?	Chiu, Chien-liang; Chiang, Shu-mei; Kao, Feng
2015-05	Relationship of Threshold Effect among Gold, Oil, and Exchange Rate	Nieh, Chien-Chung; Yeh, Chia-Yen

顯示項目331-340 / 1008. (共102頁) << < 29 30 31 32 33 34 35 36 37 38 > >> 每頁顯示[10|25|50]項目