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
陳坤宏; Chen, Kun-hung
,
2008 [財務金融學系暨研究所] 學位論文 Return,” Journal of Business and Economic Statistics , vol.20 , pp.377-389.
6. Chang K.H. and Kim M.J. , (2001) ,“Jump and Time-Varying Correlations
鍾銘泰; Chung, Ming-tai
,
2006 [財務金融學系暨研究所] 學位論文 futures contracts to examine the efficiency of futures pricing related to the cash index. As time passes, we find that the mispricing of the Taiwan stock
胡緒寧; Hu, Hsu-ning
,
2007 [財務金融學系暨研究所] 學位論文 and the Variability of the Commodity Futures basis. The Journal of Finance, Vol. 48, pp. 555-573.
Baum, C. F., and Barkoulas, J., (1996), Time-varying risk premia
林盈佳; Lin, Ying-chia
,
2005 [應用數學與數據科學學系] 學位論文 the duration from date of birth to the time of first suicide or time to hospitalization due to suicide after adjusting the effects of some potential
張偉傑; Chang, Wei-chieh
,
2007 [管理科學學系暨研究所] 學位論文 Research Quarterly , Vol. 26, No. 3, pp. 553-558.
[5]Chandra, M. J. & Bahner, M. L. (1985), “The effects of inflation and time value of money on some
吳興漢; Wu, Hsing-han
,
2007 [管理科學學系暨研究所] 學位論文 and others. Normally, the products in storage could be deteriorated by itself as the time going. There are two kinds of deterioration, one is instantaneous
苗本泰; Miao, Ben-tai
,
2009 [資訊工程學系暨研究所] 學位論文 but not all of them have time to enjoy the whole game show. Although there are top ten selections from the one week program, there are still some good
陳昭雄; Chen, Chau-hsung
,
2008 [機械與機電工程學系暨研究所] 學位論文 3 time, 5 time of the 3-D flow fields, although the boundary will more draw close in the 2-D, but regarding received the influence was still obvious
樊俊暉; Fan, Chun-hui
,
2005 [電機工程學系暨研究所] 學位論文 disturbances is the Fourier transform, but the Fourier analysis does not consider frequency that might involve time. The advantage of the wavelet
Chen, Jui-Fa; Lin, Wei-Chuan; Bai, Hua-Sheng; Dai, Shih-Yao
,
2005-03 [資訊工程學系暨研究所] 會議論文 Advanced Information Networking and Applications, 2005. AINA 2005. 19th International Conference on, vol.2, pp.377-384 bu updatad at thu right momant.
For keep the correct of OT, an entity should
interchange ots OT with other entitees’ OT for a period
of time.
Fog. 3
Wang, Yu-min
,
1999-01 [中國大陸研究所] 期刊論文 Futures 31(1), pp.57-72 of scenarios, forecasting on the basis of the time-
frami concepts of futurists, is likely to begen and conclude within the coming fiva years.
However
郭建宏; Kuo, Chien-hung; Chen, Chang-hung; Huang, Shih-lin; Liu, Shen-iuan
,
2005-05-23 [電機工程學系暨研究所] 會議論文 Circuits and Systems, 2005. ISCAS 2005. IEEE International Symposium on (Volume:4 ), pp.3676-3679 is required to improve the performance of the
receiver. There are so many efforts are devoted in tunable
continuous-time (CT) ∆Σ modulator [4]-[5