淡江大學機構典藏

7461.  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

7462.  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.

7463.  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

7464.  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

7465.  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

7466.  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

7467.  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

7468.  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

7469.  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

7470.  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