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Showing items 301-325 of 1008. (41 Page(s) Totally) << < 8 9 10 11 12 13 14 15 16 17 > >> View [10|25|50] records per page

Date	Title	Authors
2015-02-04	Optimal diversification, bank value maximization and default probability	Tsai, Yung-Shun; Lin, Chien-Chih; Chen, Hsiao-Yin
2024-11-09	Optimal experimental plan for multi-level stress testing with log-location-scale regression under progressive Type-II censoring.	Lin, C. T.*, Li, Y. W., Chen, Z. W. and Bhattacharya, R.
2012-07	Option Pricing with Markov Switching	Fuh, Cheng-der; Ho, Kwok Wah Remus; Hu, Inchi; Wang, Ren-her; 王仁和
2014-07-30	Option smiling when investors’ estimates of asset volatility disagree	Lin, Chien-Chih
2023-08	Option Valuation with Nonmonotonic Pricing Kernel and Embedded Volatility Component Premiums	Hsuan-Ling Chang, Hung-Wen Cheng, Yi-Ding Lei, Jeffrey Tzuhao Tsai
2010-11	An Overview of Asian Equity Markets	Hsieh, Joyce; Nieh, Chien-chung; Nieh, Chien-chung
2023-04-21	Overviewing Global Surface Temperature Changes Regarding CO2 Emission, Population Density, and Energy Consumption in the Industry: Policy Suggestions	Chiu, Chien-Liang; Hsiao, I-Fan; Chang, Lily
2011-06-12	A passenger demand model for air transportation in a hub-and-spoke network	Hsiao, Chieh-yu
2010-10	Patent Priority Network: Linking Patent Portfolio to Strategic Goals	Fang Pei Su; Kuei-Kuei Lai; R.R.K. Sharma; Tsung Hsien Kuo
2009-05	Permanent and Transitory Components in the Chinese Stock Market: The ARJI-Trend Model	Chiang, Shu-Mei; Yeh, Chin-Piao; Chiu, Chien-Liang; Chiang, Shu-Mei
2005-09	Political elections and foreign investor trading in South Korea's financial markets	Chiu, Chien-liang; Chen, Chun-da; Tang, Wan-wei
2011-03	Portfolio value at risk with Copula-ARMAX-GJR-GARCH model: Evidence from the gold and silver futures	Lee, Wo-Chiang; Lin, Hui-Na; Lee, Wo-Chiang
2024-03-11	The price continuity, return and volatility spillover effects of regular and after-hours trading	Chiu, Chien-Liang; Chang, Ting-Huan; Hsiao, I-Fan; Chiou, De-Shin
2020-01	Price Discovery and Trading Activity in Taiwan Stock and Futures Markets	Jui-Cheng Hung, Yu-Hong Liu, I-Ming Jiang, Shuh Liang
2008-10	Price Discovery in the Option Markets: An Application of Put-Call Parity	謝文良
2012-07-25	Price discovery of Index options when futures are limited-locked - Evidence from Taiwan	Lin, Yun-yung; Lin, Yun-yung
1999-01-01	Price discovery on the S&P 500 index markets : an analysis of spot index, index futures, and SPDRs	Chu, Quentin C.; 謝文良; Hsieh, Wen-liang; Tse, Yiuman
2012-08	The price impact of foreign institutional herding on large-size stocks in the Taiwan stock market	Lu, Yang-Cheng; Fang, Hao; Nieh, Chien-Chung
2011	Price informativeness and predictability: how liquidity can help	Lin, William T.; Tsai, Shih-Chuan; Sun, David S.; Tsai, Shih-Chuan; Sun, David S.
2010-07	Price level convergence across cities? Evidence from panel unit root tests	Huang, Ho-Chuan; Lin, Pei-Chien; Yeh, Chih-Chuan; Yeh, Chih-chuan
2001-09	Pricing Behavior of Stocks Switching from OTC to TSE listing - Before and After	林蒼祥
2002-09-01	Pricing efficiency of the S&P 500 index market: Evidence from the Standard & Poor's Depositary Receipts	Chu, Quentin C.; 謝文良; Hsieh, Wen-liang
2010-06-30	Pricing Interest Rate Guarantee Embedded in Defined Contribution Pension Plans under the LIBOR Market Model	Hsieh, Tsung-Yu; Chen, Son-Nan
2015-12	Pricing of the Cross-Currency Interest Rate Guarantee Embedded in Financial Contracts in a LIBOR Market Model	Tsung-Yu Hsieh; Chi-Hsun Chou; Son-Nan Chen
2015-12	Pricing Relative Equity-Linked Guarantees under a Single/Cross-Currency Framework	Tsung-Yu Hsieh; Chi-Hsun Chou

Showing items 301-325 of 1008. (41 Page(s) Totally) << < 8 9 10 11 12 13 14 15 16 17 > >> View [10|25|50] records per page