Hsieh, Tsung-yu; Chou, Chi-hsun; Chen, Son-nan
,
2012-05 [財務金融學系暨研究所] 會議論文 2012 Conference on East Asia Finance - Crisis and Recovery of Financial Markets, 30p.
underestimation of GCSRs. The underestimation may lead issuers to charge too small
premiums to suffer financial distress.2 The underestimation can be avoided
Tyan, Feng
,
2011-01 [航空太空工程學系暨研究所] 期刊論文 IEEE Transactions on Aerospace and Electronic Systems 47(1), pp.201-213 (LOS), e =r=½ r e_ (d=dt)e , the time derivative of the unit r r LOS vector
I n £ n
Huang, Rachel J.; Miao, Jerry C.Y.; Tzeng, Larry Y.
,
2013-06-01 [風險管理與保險學系] 期刊論文 Journal of Empirical Finance 22, pp.67-77 is the number of people who die over the
age of 25 at time t, and EXPOSUREt is the total number of people over 25 years old at time t. We focus on the mortality
Hsieh, Yen-Hao; Chen, I-Hsuan; Yuan, Soe-Tsyr
,
2013-06-22 [資訊管理學系暨研究所] 期刊論文 Soft Computing 18(2),pp.359-378 to customers poses challenges to service providers, particularly in real-time and resource-limited dynamic service contexts. However, customer expectation
Chou, Yi-hsuan; Peng, Ching-yu; Li, Chi-wang
,
2017-02-07 [水資源及環境工程學系暨研究所] 期刊論文 Separation and Purification Technology 198, p.113-120 containing PSS. The copper recovery efficiencies were more than 95% for PAA solution with pH values ranging from 3 to 9 at reaction time of one hour
Elsberry, Russell L.; Tsai, Hsiao-Chung; Sampson, Charles
,
2014-12-02 [水資源及環境工程學系暨研究所] 會議論文 WMO 8th International Workshop on Tropical Cyclones (IWTC-VIII) of
damage from a TC, the range of tracks within the track uncertainty cone also implies a range of
intensities, especially on the 3 – 5 day time scales
Cheng, Chien-Fu; Wang, Chen-Wei
,
2017-08-27 [資訊工程學系暨研究所] 期刊論文 IEEE Transactions on Mobile Computing 17(5), p.1216-1232 can detect intrusion earlier (i.e., through the con-
straint of dbound in Definition 1), thus allowing more time for
response. Compared to traditional
Cheng, J. C.-H., Hsieh, I. H.* Tseng, Y.-c
,
2017-12-01 [英美語言文化學系] 期刊論文 Journal of Environmental Education Research, 13(2), 71-98 that outdoor learning envirenment allows students to use
unstrectured time to develop thear social and behavioral skells (Adams, 1993;
Simmons, 1988
Otake, Toshitsugu; Min, K. Jo; 陳正綱; Chen, Cheng-kang
,
1999-08 [企業管理學系暨研究所] 期刊論文 Computers & Operations Research 26(9), pp.883-899 been widely investigated so as to reduce inventory in
accordance with just-in-time (JIT( philosophy. Meanwhile, for "nished goods, the return
Yau, Hwey-Yun; 聶建中; Nieh, Chien-chung
,
2006-01 [財務金融學系暨研究所] 期刊論文 Journal of asian economics 17(3), pp.535-552 , by employing various conventional and advanced
time-series techniques. The findings of the lead–lag relations and the long-term co-movements
among
鄒孟文; Tsou, Meng-wen; Liu, Jin-tan; Hammitt, James K.
,
2002-03-01 [國際企業學系暨研究所] 期刊論文 Applied Economics 34(4), pp.401-411
Downlouded by [Tamkang University] at 22:26 29 May 2016
The paper examines time-series patterns of job and worker ¯ows in a newly indus-
trializing economy
Neyhart, G.; 鄭建中; Cheng, Chien-chung; Thorp, Holden H.
,
1995-02-08 [化學學系暨研究所] 期刊論文 Journal of the American Chemical Society 117(5), pp.1463-1471 these studies could be complemented by real-
time kinetic information obtained from optical spectroscopy of
the cleavage agent. The complex Ru(tpy)(bpy
沈子鈞; Shen, Tzu-chun
,
2009 [財務金融學系暨研究所] 學位論文 ETF index and the gold spot price should be contemporaneously correlated. However, numerous studies found this paradoxical finding that the lead–lag
賴曉萍; Lai, Hsiao-ping
,
2009 [財務金融學系暨研究所] 學位論文 . Engle, and J. M. Wooldridge (1988), 「A capital- asset pricing model with time-varying covariances」, Journal of Political Economy, 96, P. 116-131
廖本煌; Liao, Pen-huang
,
2009 [財務金融學系暨研究所] 學位論文 Heteroskedasticity Time Series Model for Speculative Prices and Rates of Return.” Review of Economics and Statistics, Vol. 69, No. 3, pp. 542-547.
14
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
宋謹行; Sung, Ching-hsin
,
2009 [財務金融學系暨研究所] 學位論文 : The role of asymmetries, International Journal of Forecasting, 21, 167-183.
Akigary, V. (1989), Conditional heteroscedasticity in time series
方俊棋; Fang, Chun-chi
,
2006 [財務金融學系暨研究所] 學位論文 . Dickey, D. A. and W. A. Fuller (1979), “Distribution of the estimators for autoregression time series with a unit root” , Journal of American Statistical
王吉祥; Wang, Chi-hsiang
,
2005 [財務金融學系暨研究所] 學位論文 倉意願,進而降低了該類商品交易之市場活絡程度。
關鍵字:到期效應,GJR-GARCH模型 The paper studies how the time remaining to the expiration date of derivative markets affects
陳玫靜; Chen, Mei-ching
,
2005 [財務金融學系暨研究所] 學位論文 :
1. The relationship of the change in interest rate variance that lead to a change in short term interest rate is better explained in our sample from
許健興; Hsu, Chien-hsing
,
2007 [財務金融學系暨研究所] 學位論文 REITs rate of returns of U.S.A between July of 1983 and June of 2006 , and make use of ARMA-GARCH model on the time series to estimate the expand