7451.  台指選擇權隱含波動指標預測品質之解析

趙芳靖; Chao, Fang-ching ,  2006
[Graduate Institute & Department of Banking and Finance] Thesis
and return rate, we find the variation of volatility is negative-correlated with the return rate at the same time point. However, while return rate

7452.  ARJI偏態 t 分配模型的應用 : 以美國道瓊工業指數為例

吳瑋峻; Wu, Wei-chun ,  2007
[Graduate Institute & Department of Banking and Finance] Thesis
”, Journal of Business, Vol. 47, pp. 244-280. Bollerslev, T. (1987), “A Conditionally Heteroskedasticity Time Series Model for Speculative Prices and Rates

7453.  美國存託憑證與其標的股之價量資訊動態傳遞研究- ARJI-Trend模型的應用

徐銥琦; Hsu, Yi-chi ,  2007
[Graduate Institute & Department of Banking and Finance] Thesis
Walks in Macroeconomic Time Series: Some Evidence and Implications」， Journal of Monetary Economics ; 10; 139-162. Phillips, P. C. B. and Perron, P

7454.  Dynamics of underwriting profits : an empirical study of U.S. insurance markets

姜世杰; Jiang, Shi-jie ,  2007
[Graduate Institute & Department of Banking and Finance] Thesis
effect has been magnified due to more time lags between premiums receiving and the claims payment paying. Overall empirical evidences substantially

7455.  營收市價比與股票報酬 : 臺灣市場之進一步證據

張穎宸; Chang, Ying-chen ,  2009
[Graduate Institute & Department of Banking and Finance] Thesis
. At the same time, we find evidence about overreacting. About the long-run market returns, the average abnormal returns of those stocks with the highest

7456.  流動性與價格發現之探討-以轉倉期間為例

謝依芬; Hsieh, Yi-fen ,  2007
[Graduate Institute & Department of Banking and Finance] Thesis
12, 58-72. 10.Chan, K., 1992, A further analysis of the lead-lag relationship between the cash market and stock index futures market, Review

7457.  考慮投資人情緒下之動量策略

夏斌威; Hsia, Pin-wei ,  2007
[Graduate Institute & Department of Banking and Finance] Thesis
,51,pp.1681-1713. 8.Chordia, T. and L. Shivakumar, 2002, "Momentum, business cylcle, and time-varing expected returns,＂ Journal of Finance ,57,pp.985-1019

7458.  半導體產業股價相關暨波動外溢分析-網路泡沫化前後差異之探討-

周信宏; Chou, Hsin-hong ,  2008
[Graduate Institute & Department of Banking and Finance] Thesis
。 聶建中、林少斌、莊亨懋（2005），「台灣半導體指數上、中、下由產業股價指數之連動性探討」，台大管理論叢，第十五卷，第二期，頁25-42。 國外文獻 Akgiray, V. (1989),“Conditional heteroscedasticity in time series

7459.  條件偏態於資產定價上之應用-臺灣證券市場之實證研究

吳家華; Wu, Chia-hua ,  2007
[Graduate Institute & Department of Banking and Finance] Thesis
. The empirical results indicate that conditional skewness has significantly effect on each factor model, and help to increase the explanation of the common time

7460.  GARCH系列模型與台指選擇權VIX指數波動性預測能力之比較

曾彥錤; Tseng, Yen-chi ,  2006
[Graduate Institute & Department of Banking and Finance] Thesis
Data and Realized Volatilities, Working paper, Duke University. 5.Akgiray, V., (1989). Conditional heteroskedasticity in time series of stock

7461.  原油價格波動與避險策略之研究

李應勳; Lee, Ying-hsun ,  2005
[Graduate Institute & Department of Banking and Finance] Thesis
–147. Kroner, K.F. and Sultan, J. (1991), Exchange Rate Volatility and Time Varying Hedge Ratios, Chapter 2, p397-412 in Rhee, S.G. and Chang, R.P.

7462.  預測財務波動性 : CARR模型的應用

古欣卉; Ku, Hsin-hui ,  2006
[Graduate Institute & Department of Banking and Finance] Thesis
in time series of stock returns：evidence and forecasts, Journal of Business, v.62, p55-80. 2. Black, F. ( 1976 ),Studies in stock price volatility

7463.  比較現貨與期貨的波動率在TXO市場之預測能力

曾國書; Tzeng, Guo-shu ,  2009
[Graduate Institute & Department of Banking and Finance] Thesis
with the consideration of transaction cost. 2009 參考文獻 Akgiray, V., 1989, Conditional Heteroscedasticity in Time Series of Stock Returns: Evidence and Forecasts, Journal

7464.  一般期貨、小型期貨與現貨市場價格發現過程與資訊傳遞現象研究－以臺灣股價指數市場為例

黃昱超; Huang, Yu-chao ,  2005
[Graduate Institute & Department of Banking and Finance] Thesis
Analysis of the Lead-Lag Relationship between the Cash Market and Stock Index Futures Market, The Review of Financial Studies, 5（1）, 123-152. 9. Chang

7465.  母親就業、食品營養標籤使用與小孩肥胖

楊靜江; Yang, Ching-chiang ,  2009
[Graduate Institute & Department of Industrial Economics] Thesis
). “Maternal Employment and Childhood Obesity: a Search for Mechanisms in Time Use Data.” National Bureau of Economic Research Working Paper No. 13600

7466.  臺灣地區銀髮族旅遊市場競爭策略形成之探討 : 以S公司為例

呂至宏; Lu, Chi-hong ,  2006
[Graduate Institute & Department of International Business] Thesis
. Consequently, human beings will develop the direction of enjoyment on their residence, expenditure and time. China tourism is revealing this change

7467.  董監事持股對企業經營績效之影響 : 以臺灣上市櫃電子連接器公司為例

陳俊雄; Chen, Chun-hsiung ,  2009
[Graduate Institute & Department of International Business] Thesis
. The time period considers extending from 2004 to 2007. The sample comprises 19 Taiwanese electronic connector companies listed in Taiwan Stock

7468.  資產管理公司之功能與不良資產估價

林佳慶; Lin, Chia-ching ,  2005
[Graduate Institute & Department of International Business] Thesis
the failure institution within 5 years, under the pressure of time frame the RTC has to use the outsourcing vehicles instead of hiring lots of employees

7469.  高價電子股、員工分紅配股費用化V.S.貪婪度

林佳吟; Lin, Jia-yin ,  2009
[Graduate Institute & Department of International Business] Thesis
they tap the opportunity to become greedier in free lunch time, or should they converge the greediness after expense of stock grants. According

7470.  臺灣地區外商銀行水平式合併之業務績效評估

廖彥婷; Liao, Yen-ting ,  2008
[Graduate Institute & Department of International Business] Thesis
that develops over a long period of time from the commercial bank, in response to BCG matrix concept, with valuation when the company whole results

7471.  The research of the lifestyle segmentation of Taiwan's art and culture market

敏莉; Miller, Jennie ,  2009
[Graduate Institute & Department of International Business] Thesis
. (2008) “Personal Time and Social Time: Their Role in Live Performance Attendance,” International Journal of Arts Management Vol. 10, No. 3, pp. 38-48

7472.  委託經營最適停止決策之實證研究

趙怡邦; Chao, Yi-pon ,  2005
[Graduate Institute & Department of Insurance Insurance] Thesis
evaluation to analysize the stopping decision respectively . The main conclusions are (1) the optimal stopping criteria tend to be loosen along with time

7473.  美國住宅綜合保險單之比較研究 : 兼論我國住宅綜合保險單之設計

阮芝麟; Juan, Chih-lin ,  2007
[Graduate Institute & Department of Insurance Insurance] Thesis
be dated back long time ago. The business of fire insurance has grown steadily and its skill has been made a progress in every country in recent three

7474.  透過銀行理專或壽險業務員購買人身保險消費之比較分析 : 以大台北地區為例

顏呈芬; Yen, Cheng-fen ,  2006
[Graduate Institute & Department of Insurance Insurance] Thesis
could choose the adequate service party among so many bank and insurance companies. At the same time, it gives the analysis about the satisfaction

7475.  財富管理業務制度之研究

林奕彣; Lin, Yi-wen ,  2009
[Graduate Institute & Department of Insurance Insurance] Thesis
from time to time. This consequence has become serious negative impact of future wealth management industry. This thesis is try to find a key factor

7476.  保險法中有關復效條文對保險公司及保戶之影響

關幼鳳; Kuan, Yu-feng ,  2008
[Graduate Institute & Department of Insurance Insurance] Thesis
of time. Therefore, on July 18th, 2007, the newly-declared insurance law was revised in the light of clauses of reinstatement and the authority also

7477.  權利保險之研究

王其盈; Wang, Chi-ying ,  2006
[Graduate Institute & Department of Insurance Insurance] Thesis
。 Title insurance has been adopted for a long time, and neighboring Hong Kong has officially introduced Title insurance in 2001. In the present time

7478.  我國銀行業保險行銷通路之研究

廖建勝; Liao, Cheng-sheng ,  2009
[Graduate Institute & Department of Insurance Insurance] Thesis
introduced by replacing yield from time deposits and offering attractive handling charges in order to maintain the bank’s own track records and market

7479.  台股期貨與現貨之價格關聯性分析 : 非線性門檻模型之應用

洪玉娟; Hong, Yu-chane ,  2006
[Graduate Institute & Department of Economics] Thesis
described by threshold autoregressive processes with 5 regimes. Such processes allow for a unit-root behaviour in a middle regime, while at the same time

7480.  台灣拋補利率平價實證研究 : 門檻模型的應用

羅尹秀; Lo, I-hsiu ,  2006
[Graduate Institute & Department of Economics] Thesis
of the Estimator for Autoregression Time Series Unit Root, ” Journal of American Statistical Association, vol.74:pp724-732,1979. 8.Einzig, Paul

7481.  OECD諸國總體生產效率與生產力之研究

林郁雯; Lin, Yu-wen ,  2006
[Graduate Institute & Department of Economics] Thesis
growth with CO2 as an undesirable output, mimeo. Cornwell, C., P. Schmidt and R. Sickles (1990), Production frontiers with cross-sectional and time

7482.  低利率時期，貨幣政策是否有效？

黃怡瑄; Huang, Yi-hsuan ,  2007
[Graduate Institute & Department of Economics] Thesis
” The Quarterly Journal of Economics, 110（4）, 975-1009. Enders, W.（2004）. Applied Econometric Time Series, 2nded, Wiley. Evans, G.W. and Honkapohja, S. (2005

7483.  股價與貨幣變化關係分析 : 門檻模型的應用

李巧霜; Lee, Chiao-shuang ,  2006
[Graduate Institute & Department of Economics] Thesis
Econometric Time Series,” New York: John Willey & Sons, Inc [10] Enders, W., and Granger, C. W. J. (1998), “Unit-Root Tests and Asymmetric Adjustment

7484.  兩種延遲付款方式下允許缺貨且含有不良品的製造商與零售商之整合存貨模式

楊建珉; Yang, Chien-mine ,  2008
[Department of Management Sciences] Thesis
). An integrated vendor–buyer inventory model with quality improvement and lead time reduction. International Journal of Production Economics, in press. [18

7485.  A study of Taiwan mutual fund performance, security selection and market timing

熊純姿; Shyong, Chwen-tzy ,  2006
[Department of Management Sciences] Thesis
of market timing, the findings are consistent with prior research that mutual fund managers, by and large, cannot successfully time the market

7486.  有線電視公司客服中心人員之績效管理 : 以A公司為例

周夢瑞; Chou, Meng-jui ,  2009
[Department of Management Sciences] Thesis
, the two leading group in Taiwan consumer banking market, taking the lead to invest CTI system establishment for fulfilling credit card customers’ multi

7487.  週轉率、成交量波動率和股價波動率之關聯性分析

劉程睿; Liu, Cheng-rui ,  2008
[Department of Management Sciences] Thesis
),“Distribution of the Estimation for Autoregressive Time Series with a Unit Root,” Econometrica 49, 1057-1072. 11. Epps, T.W. and Epps, M.L. (1976

7488.  同仁審查之流程與成功關鍵因素探討 : 以台灣證券交易所系統設計審查為例

劉臺雄; Liu, Tai-hsiung ,  2007
[Department of Management Sciences] Thesis
of the developed software at its third level. The peer review system has been studied for a long time. If it is realized in a correct way

7489.  台指選擇權在Black and Scholes模型中最佳波動性估計

黎仁鈞; Li, Jen-chun ,  2006
[Department of Management Sciences] Thesis
or Puts VGIV is the best estimator which makes least price errors. The effect of the estimator of Time Series Model is general not good, especially History

7490.  我國信用保證對智慧財產權融資之研究

任建翔; Jen, Karl ,  2007
[Department of Management Sciences] Thesis
of initiating an intellectual property, such as the long developing time and high risks. Therefore, a government should provide an environment

7491.  Some applications of fuzzy evaluation system for service quality and product lot-sizing

黃添財; Huang, Tien-tsai ,  2006
[Department of Management Sciences] Thesis
procedure for mixed inventory model involving variable lead time with fuzzy demand. Computers & Operations Research, Vol. 29, 471-487. [29] Parasuraman

7492.  建構E化服務之顧客價值衡量模式研究

洪郁婷; Hung, Yu-ting ,  2009
[Graduate Institute & Department of Business Administration] Thesis
the measurement of customer value in the e-services environment. The major concepts of our customer value model are profits and time usage. In the model, we

7493.  新藥在台灣上市之關鍵因素的實證研究

林信江; Lin, Hsin-chiang ,  2006
[Graduate Institute & Department of Business Administration] Thesis
商顯示較為同意（ p-value= 0.007） It takes a very long time from a new drug development to launching on market and health authorities inspect the process

7494.  隨機移除之一般化型二逐步設限下對雙參數Burr-XII分配和一個新的具有浴缸型或遞增失敗率函數之雙參數壽命分配的統計推論

謝承剛; Hsieh, Cheng-kang ,  2005
[Graduate Institute & Department of Statistics] Thesis
research topics in industrial experiment. Due to the restriction of time, cost and material, censoring arises. There are several types of censoring

7495.  具自我保護與行程規劃能力之MIDP行動代理人

王俊人; Wang, Chun-jen ,  2006
[Graduate Institute & Department of Information Management] Thesis
. In particular, it can reduce the amount of data transmitted on the network, save transmitting time effectively, and therefore is very suitable

7496.  組織e化所遭遇問題之個案研究 : 以政府機關B單位為例

李佳潤; Lee, Chia-jun ,  2007
[Graduate Institute & Department of Information Management] Thesis
. However, through the time accumulation, many organizations found that system performance might not be sufficient, or data inconsistent in some systems

7497.  建築物設計風力專家系統之架構探討與發展

許祥榕; Hsu, Hsaing-jung ,  2005
[Graduate Institute & Department of Civil Engineering] Thesis
to mistakes because of omitting or negligence. The comprehension of wind code and calculation of design wind loads are difficult and time-consuming

7498.  跨專案之多能工指派最適化

謝侑霖; Hsieh, Yu-lin ,  2008
[Graduate Institute & Department of Civil Engineering] Thesis
experience; however, subjective assignment through experience could usually lead to over-labor which consumes unnecessary cost or insufficient labor which

7499.  大跨徑屋頂結構受風分析

洪詩姵; Hung, Shih-pei ,  2009
[Graduate Institute & Department of Civil Engineering] Thesis
time and still maintain the validity in both two examples. A parametric analysis including number of POD modes and number of Ritz vectors adopted

7500.  建立行人環境風場舒適性標準之實場調查與評估

王志賢; Wang, Chih-hsien ,  2008
[Graduate Institute & Department of Civil Engineering] Thesis
all the time. But the geographical environment、habits and customs、temperature and climate between each other are quite different, so we don’t know