6771.  臺灣公債市場流動性影響因素 : 成交量高峰前後期之探討

曾秋萍; Tseng, Chiu-ping ,  2009
[財務金融學系暨研究所] 學位論文
, and Explaining Time Varying Liquidity in the Stock Market”, University of California at San Diego Discussion Paper No.97-12R, November. 9.Fleming, M. (2001

6772.  HJM模型架構下評價附賣回條件公司債 : 台灣債券市場之實證研究

陳傑銘; Chen, Jie-ming ,  2006
[財務金融學系暨研究所] 學位論文
claims. Pricing method of these claims in the market at present time, there are two mainstreams－one is Hull-White model developed by foundation

6773.  以縱橫平滑移轉模型探討股價與股利非線性關係之研究

葉几豪; Yeh, Chi-hao ,  2009
[財務金融學系暨研究所] 學位論文
and Finance, 44(2), 191-207. Nelson, Charles R. and C. I. Plosser (1982), ‘Trends and random walks in macroeconomic time series: some evidence

6774.  最適動態投資組合之研究

鄭洺吟; Cheng, Ming-yin ,  2006
[財務金融學系暨研究所] 學位論文
Heteroskedasticity,” Journal of Econometrics, Vol. 31, pp.307-327。 Bollerslev, T., R. Engle, and J. M. Wooldridge, (1988), “A Captial Asset Pricing Model with time

6775.  實物商品便利殖利率之估計與動態路徑的配適

古必寬; Ku, Pi-kuan ,  2006
[財務金融學系暨研究所] 學位論文
, “A Conditional Heteroskedastic Time Series Model for Seculative Prices and Rates of Return.” Review of Economics and Statistics 69, 542- 547. 3

6776.  新加坡公債超額報酬之非線性平滑轉換誤差修正模型實證研究

李劭萱; Lee, Shao-hsuan ,  2007
[財務金融學系暨研究所] 學位論文
: International Evidence of Non-Linear Adjustment,” working paper. Ilmanen, A., (1995), “Time-varying expected returns in international bond markets,” Journal

6777.  報酬可預測下之長期投資組合配置決策-臺灣實證研究

杜佩蓉; Tu, Pei-jung ,  2007
[財務金融學系暨研究所] 學位論文
應用統計學研究所碩士論文。 二、國外文獻 Merton,Robert,(1969), “Lifetime portfolio selection：The continuous-time case,”Review of Economics and Statistics, 51,247-257

6778.  Three essays on innovation, intervention, and market efficiency

王友珊; Wang, Yu-shan ,  2005
[財務金融學系暨研究所] 學位論文
of the financial markets. If we wish to understand the financial dynamics at each point in time and analyze the causes of changes in financial

6779.  生活型態、生產性消費者與整合型科技接受程度 : 以臺灣參與Youtube網站為例

盧育鼎; Lu, Yu-ding ,  2009
[國際企業學系暨研究所] 學位論文
淡江大學國際貿易學系國際企業學碩士班 蔡政言; Tsai, Jeng-yan 盧育鼎 Lu, Yu-ding 生活型態、生產性消費者與整合型科技接受程度 : 以臺灣參與Youtube網站為例 Life style, prosumer, and unified theory

6780.  超額賠款再保險運用於商業火災保險最適淨自留額之實証研究 : 以C產險公司為例

翁英豪; Weng, Ying-hao ,  2007
[風險管理與保險學系] 學位論文
the uncertainty of risks, it is usually required to utilize reinsurance to spread the risk and strengthen the insurer''s capacity. For a long time, the domestic