淡江大學機構典藏:作者相关文件

类别浏览

正在载入社群分类, 请稍候....

正在载入年代分类, 请稍候....

类别	日期	题名	作者
[財務金融學系暨研究所] 期刊論文	2014-01-01	The Information Flow of Different Investor Trading under Different Market Conditions and Moneyness	Lee, Yen-Hsien; Chiou, Jer-Shiou; Lee, Ming-Chih; Lee, Chun-Ta; Lee, Yen-Hsien
[財務金融學系暨研究所] 期刊論文	2007-11	Restricted VAR Hedging with the Presence of Multiple Breaks	Chiu, Chien-liang; Wu, Pei-shan; Chiou, Jer-shiou
[財務金融學系暨研究所] 期刊論文	2006-11-01	Variation of interest-rate parity and its asymmetry on stock return in a jump-diffusion process	Chiou, Jer-shiou; Lee, Ming-chih; Wu, Pei-shan
[財務金融學系暨研究所] 期刊論文	2006-05-01	A study of value-at-risk on portfolio in stock return using DCC multivariate GARCH	Lee, Ming-chih; Chiou, Jer-shiou; Lin, Cho-min
[財務金融學系暨研究所] 期刊論文	2005-07	Hedging with S&P500 and E-mini S&P500 stock index futures	Lee, Ming-chih; Chiou, Jer-shiou; Wu, Pei-shan; Chen, Chun-da
[財務金融學系暨研究所] 期刊論文	2005-01	The optimal dynamic hedging strategy for Nikkei 225 index and futures	Chen, Chun-da; Lee, Ming-chih; Chiou, Jer-shiou
[財務金融學系暨研究所] 期刊論文	2000-06-01	非預期性衝擊對實質產出之實證檢視	邱建良; Chiu, Chien-liang; 李命志; Lee, Ming-chih; 邱哲修; Chiou, Jer-shiou