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    显示项目551-600 / 2656. (共54页)
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    日期题名作者
    1998 Optimal foreign exchange spreads : a dealer's perspective Blenman, Lloyd P.; 陳達新;
    2011-03-15 Option Pricing with Markov Switching 王仁和; 傅承德;
    2012-07 Option Pricing with Markov Switching Fuh, Cheng-der; Ho, Kwok Wah Remus;
    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
    2024-08-31 OTL web interface: outlier testing in lifetime data Lin, Chien-Tai; Wu, Yu-Nan;
    2010-11 An Overview of Asian Equity Markets Hsieh, Joyce; 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;
    1991 Pacific-basin countries stock return distributions : a conditional heterosk elasticity approach 邱忠榮; Chiou, Jong-rong
    2025-07-30 Panel data insights into adoption of green technology and its economic role in shaping sustainability goals Xu, Bin; Shraah, Ata Al;
    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;
    2016-07-05 Performance and Risk of Outsider-Managing Firms Lu, Cheung-Sum
    2009-05 Permanent and Transitory Components in the Chinese Stock Market: The ARJI-Trend Model Chiang, Shu-Mei; Yeh, Chin-Piao;
    2006-09 PKI技術在資通安全之應用 張光耀; 張耿豪;
    2005-09 Political elections and foreign investor trading in South Korea's financial markets Chiu, Chien-liang; Chen, Chun-da;
    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;
    2017 The predictive power and market efficiency of technical trading strategies with liquidity : evidence from the cross-strait stock markets 李全順; Lee, Chuan-Shun
    2024-03-11 The price continuity, return and volatility spillover effects of regular and after-hours trading Chiu, Chien-Liang; Chang, Ting-Huan;
    2020-01 Price Discovery and Trading Activity in Taiwan Stock and Futures Markets Jui-Cheng Hung, Yu-Hong Liu, I-Ming Jiang, Shuh Liang
    2016 Price discovery before and after Shanghai-Hong Kong stock connect 江冠毅; Chiang, Kuan-Yi
    2008-10 Price Discovery in the Option Markets: An Application of Put-Call Parity 謝文良
    2005 Price discovery of futures markets in Taiwan ARDL-ECM approach 姜義展; Chiang I-chan
    2012-07-25 Price discovery of Index options when futures are limited-locked - Evidence from Taiwan Lin, Yun-yung; Lin, Yun-yung
    2005-01-07 Price discovery of stock markets in Taiwan: An ARDL-ECM Approach 聶建中; Nieh, Chien-chung;
    1999-10-06 Price discovery on the S&P 500 index markets 謝文良
    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;
    1999-07-07 Price discovery on the S&P 500 index markets : an analysis of spot index, index futures, and SPDRs Chu, Quentin C.; 謝文良;
    2008 Price discovery, volatility and central bank interventions in the foreign exchange markets 高崇瑋; Kao, Chung-wei
    2012-08 The price impact of foreign institutional herding on large-size stocks in the Taiwan stock market Lu, Yang-Cheng; Fang, Hao;
    2011 Price informativeness and predictability: how liquidity can help Lin, William T.; Tsai, Shih-Chuan;
    2010-07 Price level convergence across cities? Evidence from panel unit root tests Huang, Ho-Chuan; Lin, Pei-Chien;
    2001-09 Pricing Behavior of Stocks Switching from OTC to TSE listing - Before and After 林蒼祥
    2013-07 Pricing Cross-Currency Interest Rate Guarantee Embedded in Financial Contracts in a LIBOR Market Model Hsieh, Tsung-Yu; Chou, Chi-Hsun;
    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;
    1998-05 Pricing fixed income securities with stochastic vclatilities 林蒼祥; Lin, William T.
    2010 Pricing guarantees linked to stochastic guaranteed rates of return 謝宗佑; Hsieh, Tsung-yu
    2010-06-30 Pricing Interest Rate Guarantee Embedded in Defined Contribution Pension Plans under the LIBOR Market Model Hsieh, Tsung-Yu; Chen, Son-Nan
    2000-12 Pricing interest rate swaps with stochastic volatility Lin, William T.; 林蒼祥
    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;
    2015-12 Pricing Relative Equity-Linked Guarantees under a Single/Cross-Currency Framework Tsung-Yu Hsieh; Chi-Hsun Chou
    2015-07-27 Pricing Relative Guarantees of Equity-Linked Contracts under Stochastic Interest Rates 謝宗佑
    2024-09-20 Pricing strategies in the Silicon Valley housing market: an update on TOM and recent events Cheng, Wan-Hsiu; Chiu, Shih-Chieh;
    2024-06-04 Production efficiency of internet-only banks and conventional banks: Evidence from China and Japan Chen, Kuan-chieh; Huang, Kuo-jui;
    2013-07-06 Quanto Interest-Rate Exchange Options in a Cross-Currency LIBOR Market Model Hsieh, Tsung-Yu; Chou, Chi-Hsun;
    2015 Quanto Interest-Rate Exchange Options in a Cross-Currency LIBOR Market Model Tsung-Yu Hsieh; Chi-Hsun Chou;
    2004-05-26 Rating, Credit Spread, and Pricing Risky Debt: Empirical Study in Taiwan’s Security Market 段昌文; Duan, Chang-wen
    2006 Rating, Credit Spread, and Pricing Risky Debt: Empirical Study on Taiwan's Security Market Hung, Ken; Duan, Chang-wen;
    2007 Rational bubbles in the US stock market? Further evidence from a nonparametric cointegration test Chang, Tsangyao; Chiu, Chi-chen;
    2010 Raw Material Convenience Yields and Business Cycle Duan, Chang-wen; Lin, William T.

    顯示項目551-600 / 2656. (共54頁)
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