3631.  動態結構性變化之監控

王怜又; Wang, Ling-yo ,  2006
[財務金融學系暨研究所] 學位論文
., Lumsdaine, R. L., and Stock, J. H. (1998). “Testing for and dating common breaks in multivariate time series”. Review of Economic Studies, 64(3

3632.  利率期限結構之非線性平滑狀態轉換模型分析

賴姮竹; Lai, Heng-chu ,  2009
[財務金融學系暨研究所] 學位論文
”, Quarterly Journal of Economics Vol. 71, 489-504. Dickey, D.A. , D.P. Hasza and W.A. Fuller (1984), “Testing for Unit Roots in Seasonal Time Series”, Journal

3633.  原油價格與總體經濟變數非線性平滑轉換誤差修正模型之實證分析

張懿鵬; Chang, Yi-peng ,  2008
[財務金融學系暨研究所] 學位論文
. A. Fuller (1979), “Distribution of the Estimators for Autoregressive Time Series with a Unit Root”, Journal of the American Staistical Association, 74

3634.  短期利率動態波動模型之實證研究

蕭堯仁; Hsiao, Yao-jen ,  2007
[財務金融學系暨研究所] 學位論文
）, "Testing Continuous-time Models of the Spot Interest Rate", Review of Financial Studies, vol. 9, pp. 385-426. Akgiray, V. and G. Booth（1988

3635.  美國存託憑證與標的股票非對稱調整關係探討 : 以金磚四國為例

李智祥; Li, Chih-hsiang ,  2006
[財務金融學系暨研究所] 學位論文
the persistent time of deviations. Finally, both ADRs and underlying stocks have bidirectional shock spillover effects and volatility spillover ones

3636.  Value-at-risk measures and value-at-risk based hedging approach

洪瑞成; Hung, Jui-cheng ,  2007
[財務金融學系暨研究所] 學位論文
results demonstrate that, while asset returns exhibited time-varying jump and the information asymmetric effect, the GARJI-based and ARJI-based VaR provide

3637.  IPO underpricing and partial adjustment to public information : evidence from Taiwan

紀鑒芳; Julianawaty ,  2009
[國際企業學系暨研究所] 學位論文
public offerings and underwriter reputation, Journal of Finance 45(4), 1045-1067. Dunbar, C. and S. Foerster, 2006, Second time lucky? Withdrawn IPOs

3638.  在高維克爾黑洞時空下的測地線

任國綸; Jen, Kuo-lun ,  2007
[物理學系暨研究所] 學位論文
-time of five-dimensional rotating black hole,”Phys Rev.D 68 064011 [2] M. Vasudevan, K. A Stevens and D. A Page,“Particle motion

3639.  考慮交易成本與運輸成本之EOQ存貨模式

陳柏宇; Chen, Po-yu ,  2008
[管理科學學系暨研究所] 學位論文
of Environmental Management, 61, 253-262. [38] Ouyang, L.Y., Chen, C.K., and Chang, H.C. (1999). Lead time and ordering cost reductions in continuous

3640.  Optimal imperfect preventive maintenance time for repairable products with warranty

劉邦旭; Liu, Pang-hsu ,  2008
[統計學系暨研究所] 學位論文
淡江大學統計學系碩士班 蔡宗儒; Tsai, Tzong-ru 劉邦旭 Liu, Pang-hsu Optimal imperfect preventive maintenance time for repairable products with warranty 具保固期的可修復產品之最佳不