4521.  期貨契約及現貨標的之到期效應實證研究

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

4522.  短率波動對利率期限結構影響之實證研究

陳玫靜; Chen, Mei-ching ,  2005
[財務金融學系暨研究所] 學位論文
), “Time series and cross-section information in affine termstructure models,” Journal of Business Economic Statistics, 18(3),300–314. 7. Dickey, D

4523.  不動產信託投資規避通貨膨脹風險之研究

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

4524.  不動產投資信託與物價之動態分析-以日本為例

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

4525.  影響台股指數期貨定價誤差因素之研究

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

4526.  股價指數現貨與期貨相對價格行為的探討 : 馬可夫模型的應用

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

4527.  以統計方法探討引起自殺或再自殺之可能危險因素

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

4528.  供應商提供延遲付款且含有不良品之整合存貨模式的研究

鄧雅方; Dang, Ya-fang ,  2008
[管理科學學系暨研究所] 學位論文
dependent permissible delay in payments. Our objective is to maximize the total profit per unit time. We developed algorithm to obtain the optimal

4529.  考慮信用交易及現金折扣的存貨模式之現金流量折現分析

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

4530.  變動需求下考慮允許缺貨且部分欠撥之非瞬間退化物品的存貨模式

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