10121.  快速交易對波動率的衝擊

黃子璜; Huang, Zi-Huang ,  2017
[財務金融學系暨研究所] 學位論文
to algorithmic strategies and trading systems-high frequency trading. 2.Berger, D., Chaboud, A., & Hjalmarsson, E. (2009). What drives volatility

10122.  Characterization of the Mixtures of Gompertz Distributions by Conditional Expectation of Order Statistics

吳忠武; Wu, Jong-wuu; Lee, Wen-chuan ,  1999-06-01
[統計學系暨研究所] 期刊論文
Biometrical Journal 41(3), pp.371-381
information. 372 J.-W. Wu, W.-C. Lee: Mixtures of Gompertz Distributions It is worth noting that when a ! 0, the Gompertz distribution

10123.  X-ray absorption near edge structure studies of Fe1-xNixOy thin films

張經霖; Chang, Ching-Lin; Chen, Chi-Liang; Dong, C. L.; Chern, G.; Lee, J. F.; Jang, Ling-Yun ,  2001-03
[物理學系暨研究所] 期刊論文
Journal of Electron Spectroscopy and Related Phenomena 114-116, pp.545-548
, Chapter 5. M. Croft, D. Sills, M. Greenblatt, C. Lue, S.-W. Cheong, K.V. Ramunujachary, D. Tran, Phys. Rev. B 58 (1997) 8726. G. Chern, Y.R. Chean, Jpn. J

10124.  新上市股票承銷價格低估 : 承銷新制與舊制之比較

陳思如; Chen, Szu-ju ,  2009
[財務金融學系暨研究所] 學位論文
：Bubbles Or Sequential Learning?” Journal of Finance 57, 1171-1200. 18.Lyon, J. D., Barber, B. M., and Tsai, C.-L., 1999, “Improved methods for tests

10125.  外匯投資組合風險值之估計 : DCC多變量GARCH模型之應用

陳志偉; Chen, Chih-wei ,  2005
[財務金融學系暨研究所] 學位論文
海外存託憑證報酬率之匯率風險，國立政治大學國際貿易研究所碩士論文。 二、國外文獻： 1.Alexander, C. O. and C. T. Leigh, (1997), “On the Covariance Matrices Used in Value at Risk Models

10126.  DCC多變量GARCH模型之風險值計算：G7及臺灣等八國股市投資組合之實證研究

黃小菁; Huang, Hsiao-chin ,  2005
[財務金融學系暨研究所] 學位論文
),“Conditional Heteroskedasticity in Time Series of Stock Returns：Evidence and Forecasts,” Journal of Business, Vol. 62, pp.54-80. 2.Alexander, C. O., and C. T

10127.  資本資產定價模型之分量迴歸分析

王筑羣; Wang, Chu-chun ,  2006
[財務金融學系暨研究所] 學位論文
earnings yield, market value,and return for NYSE common stocks：Further evidence," Journal of Financial Economics, 12, 129-156. Black, F., M. C. Jensen

10128.  匯率之非線性平滑轉換誤差修正模型實證研究

蔡育蓉; Tsai, Yu-jung ,  2007
[財務金融學系暨研究所] 學位論文
。 二、英文部分 Barnhart, S. W., and A. C. Szakmary (1991), “Testing the Unbiased Forward Rate Hypothesis： Evidence on Unit Roots, Co-Integration

10129.  美國波動度指數與標的及相關指數之非線性平滑移轉模型之應用

紀少強; Chi, Shao-chiang ,  2007
[財務金融學系暨研究所] 學位論文
should be strictly on a short-term basis. 2007 Aboura, S. and Villa, C., 2003, “International Market Volatility Indexes: A Study on VX1, VDAX and VIX

10130.  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
22: 477-504 5. Bouchard, C., (1997). “Obesity in Adulthood—the Importance of Childhood and Parental Obesity.” New England Journal of Medicine