4591.  3D Angle Searching System with PSO for Face Recognition

Hsieh, Ching-Tang; Hu, Chia-Shing; Shih, Meng-Shian ,  2013-01
[電機工程學系暨研究所] 期刊論文
Applied Mechanics and Materials 284-287, pp.2950-2954
rotation angles was constructed by leveraging the Open source graphic library (OpenGL) framework. To minimize the extensive angle searching time that often

4592.  結構之風力載重及受風反應(II)-子計畫四：高層建築結構受風力載重之非線性分析-時間域模式

林堉溢 ,  2003
[土木工程學系暨研究所] 研究報告
淡江大學土木工程學系 林堉溢 結構之風力載重及受風反應(II)-子計畫四：高層建築結構受風力載重之非線性分析-時間域模式 Nonlinear Analysis of High-Rise Buildings under Wind Excitations-A Time Domain Approach

4593.  Price discovery on the S&P 500 index markets : an analysis of spot index, index futures, and SPDRs

Chu, Quentin C.; 謝文良; Hsieh, Wen-liang; Tse, Yiuman ,  1999-01-01
[財務金融學系暨研究所] 期刊論文
International Review of Financial Analysis 8(1), pp.21-34
markets lead satellite markets; that is, they are more influential in the price discovery process. Satellite markets rely un dominant markets

4594.  Volatility forecasting and characteristics of equity reits

黃聖志; Huang, Sheng-shih ,  2009
[財務金融學系暨研究所] 學位論文
, J., and Rubinstein, M. (1985), Options Markets. Englewood Cliffs, NJ: Prentice-Hall. Devaney, M. (2001), Time varying risk premium for real estate

4595.  貨幣政策對利率的影響 : 以美國Fed為例

許豑勻; Hsu, Chih-yun ,  2006
[財務金融學系暨研究所] 學位論文
, Vol. 31, pp.307-327. Bollerslev, T., R. F. Engle, and J. M. Wooldridge,(1988), “A Capital- Asset Pricing Model with Time-Varying Covariances,” Journal

4596.  厚尾GARCH模型在台灣金融資產之應用

蔡宗和; Tsai, Tsung-ho ,  2005
[財務金融學系暨研究所] 學位論文
Accurate Forecasts.〞International Econometric Review, Vol.39, no.4, pp.885-905. Akgiray, V. (1989),〝Conditional Heteroscedasticity in Time Series of Stock

4597.  公司債信用價差分析 : 台灣與美國債券市場之實證探討

李亞純; Lee, Ya-chun ,  2007
[財務金融學系暨研究所] 學位論文
. A. and Fuller, W. A. (1979) Distribution of the estimators for autoregressive time series with a unit root Journal of the American Statistical Association

4598.  以ARJI-Trend with Structural Break模型來探討台灣股票市場日報酬率之動態行為

詹榮桂; Chan, Jung-kuei ,  2006
[財務金融學系暨研究所] 學位論文
the identities of assets return volatility. The evidence significant indicates that : 1. We find significant time variation in the conditional

4599.  Price discovery of futures markets in Taiwan ARDL-ECM approach

姜義展; Chiang I-chan ,  2005
[財務金融學系暨研究所] 學位論文
格發現的功能失效，此一現象在之前的文獻中亦有此一情形。 The goal of this research is to examine the lead-lag effect between futures and spot markets in Taiwan by employed newly

4600.  金磚四國(BRICs)股市與美國股市間的非線性互動關係

葉芳雯; Yeh, Fang-wen ,  2006
[財務金融學系暨研究所] 學位論文
influence to Russia (RTS) and India (Sensex 30 index), however others are not. In the long run, we understand that Shangshi mixed stock index has lead