English  |  正體中文  |  简体中文  |  Items with full text/Total items : 57299/90901 (63%)
Visitors : 12979181      Online Users : 324
RC Version 7.0 © Powered By DSPACE, MIT. Enhanced by NTU Library & TKU Library IR team.
Scope Tips:
  • please add "double quotation mark" for query phrases to get precise results
  • please goto advance search for comprehansive author search
  • Adv. Search
    HomeLoginUploadHelpAboutAdminister Goto mobile version

    Category

    Loading community tree, please wait....

    Year

    Loading year class tree, please wait....

    Items for Author "洪瑞成"  

    Return to Browse by Author

    Showing 34 items.

    Collection Date Title Authors Bitstream
    [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
    [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
    [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
    [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] 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 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] 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] 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] 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 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
    [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] 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 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 2011-12 Reexamination of capital asset pricing model (CAPM): An application of quantile regression Chang, Matthew C.; Hung, Jui-Cheng; Nieh, Chien-Chung
    [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
    [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
    [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 2008-05 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 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 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 2007-07 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 2007-05 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 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] 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 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 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 2005-09-01 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 2005-06 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 2005-01 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 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 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] 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] 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

    DSpace Software Copyright © 2002-2004  MIT &  Hewlett-Packard  /   Enhanced by   NTU Library & TKU Library IR teams. Copyright ©   - Feedback