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    Showing items 351-360 of 2656. (266 Page(s) Totally)
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    DateTitleAuthors
    2016-07-07 Firm Risk of Outsider-Managing Companies Lu, Cheung-Sum
    1912-01-01 Fitting and Optimal Grouping on Gamma Reliability Data Wei, Duan; Bau, Jimm-jomp
    2012-03 Fitting the Generalized Pareto Distribution to Commercial Fire Loss Severity: Evidence from Taiwan Lee, Wo-chiang; Lee, Wo-chiang
    2005-05 A Flexible Nonlinear Inference to Okun's Relationship 黃河泉; 林淑琴;
    2013-11-01 The forecasting ability of volatilities between spot and futures indexes: Empirical on Taiwan options market 段昌文
    2009-01 Forecasting China Stock Markets Volatility via GARCH Models Under Skewed-GED Distribution 李命志; Liu, Hung-chun;
    2006-12 Forecasting High-Frequency Financial Data Volatility Via Nonparametric Algorithms: Evidence From Taiwan'S Financial Markets Lee, Wo-chiang
    2009-12-09 Forecasting S&P-100 stock index volatility: The role of volatility asymmetry and distributional assumption in GARCH models Hung, Jui-cheng
    2010 Forecasting volatility and capturing downside risk in financial markets under the subprime mortgage crisis 張高瑩; Chang, Kao-ying
    2021-04-23 Forecasting Volatility in Taiwan with Encompassing Regression Models Duan, Chang-Wen; Hung, Ken;

    Showing items 351-360 of 2656. (266 Page(s) Totally)
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