淡江大學機構典藏

7831.  通貨膨脹對基金報酬率之關聯研究 : 縱橫平滑移轉門檻模型之應用

劉蓓珊; Liu, Pei-shan ,  2009
[財務金融學系暨研究所] 學位論文
Time Varying Risk Premia in the Term Structure: The ARCH-M Model, Econometrica , 55, 391-409 Fama, E. F. and G. W. Schwert (1977), Asset Returns

7832.  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
[財務金融學系暨研究所] 學位論文
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

7833.  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
[財務金融學系暨研究所] 學位論文
”, Journal of Business, Vol. 47, pp. 244-280. Bollerslev, T. (1987), “A Conditionally Heteroskedasticity Time Series Model for Speculative Prices and Rates

7834.  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
[財務金融學系暨研究所] 學位論文
Walks in Macroeconomic Time Series: Some Evidence and Implications」， Journal of Monetary Economics ; 10; 139-162. Phillips, P. C. B. and Perron, P

7835.  Dynamics of underwriting profits : an empirical study of U.S. insurance markets

姜世杰; Jiang, Shi-jie ,  2007
[財務金融學系暨研究所] 學位論文
effect has been magnified due to more time lags between premiums receiving and the claims payment paying. Overall empirical evidences substantially

7836.  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
[財務金融學系暨研究所] 學位論文
. 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

7837.  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
[財務金融學系暨研究所] 學位論文
ratio statistics for autoregressive time series with a unit root, Econometrica 49, 1057-1072. 17.Enders, W., 2004, Applied Econometric Time Series, New

7838.  考慮投資人情緒下之動量策略

夏斌威; Hsia, Pin-wei ,  2007
[財務金融學系暨研究所] 學位論文
,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

7839.  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
[財務金融學系暨研究所] 學位論文
。 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

7840.  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
[財務金融學系暨研究所] 學位論文
. The empirical results indicate that conditional skewness has significantly effect on each factor model, and help to increase the explanation of the common time

7841.  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
[財務金融學系暨研究所] 學位論文
Data and Realized Volatilities, Working paper, Duke University. 5.Akgiray, V., (1989). Conditional heteroskedasticity in time series of stock

7842.  原油價格波動與避險策略之研究

李應勳; Lee, Ying-hsun ,  2005
[財務金融學系暨研究所] 學位論文
–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.

7843.  預測財務波動性 : CARR模型的應用

古欣卉; Ku, Hsin-hui ,  2006
[財務金融學系暨研究所] 學位論文
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

7844.  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
[財務金融學系暨研究所] 學位論文
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

7845.  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
[財務金融學系暨研究所] 學位論文
., 1996, Modeling microstructure time series. In：Maddala, G.S., Rao, C.R. （Eds）, Handbook of Statistics 14：Statistical Methods in Finance. Elsevier, North

7846.  母親就業、食品營養標籤使用與小孩肥胖

楊靜江; Yang, Ching-chiang ,  2009
[產業經濟學系暨研究所] 學位論文
). “Maternal Employment and Childhood Obesity: a Search for Mechanisms in Time Use Data.” National Bureau of Economic Research Working Paper No. 13600

7847.  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
[國際企業學系暨研究所] 學位論文
. Consequently, human beings will develop the direction of enjoyment on their residence, expenditure and time. China tourism is revealing this change

7848.  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
[國際企業學系暨研究所] 學位論文
. The time period considers extending from 2004 to 2007. The sample comprises 19 Taiwanese electronic connector companies listed in Taiwan Stock

7849.  資產管理公司之功能與不良資產估價

林佳慶; Lin, Chia-ching ,  2005
[國際企業學系暨研究所] 學位論文
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

7850.  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
[國際企業學系暨研究所] 學位論文
they tap the opportunity to become greedier in free lunch time, or should they converge the greediness after expense of stock grants. According

7851.  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
[國際企業學系暨研究所] 學位論文
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

7852.  The research of the lifestyle segmentation of Taiwan's art and culture market

敏莉; Miller, Jennie ,  2009
[國際企業學系暨研究所] 學位論文
. (2008) “Personal Time and Social Time: Their Role in Live Performance Attendance,” International Journal of Arts Management Vol. 10, No. 3, pp. 38-48

7853.  委託經營最適停止決策之實證研究

趙怡邦; Chao, Yi-pon ,  2005
[風險管理與保險學系] 學位論文
evaluation to analysize the stopping decision respectively . The main conclusions are (1) the optimal stopping criteria tend to be loosen along with time

7854.  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
[風險管理與保險學系] 學位論文
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

7855.  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
[風險管理與保險學系] 學位論文
could choose the adequate service party among so many bank and insurance companies. At the same time, it gives the analysis about the satisfaction