5661.  Pricing of a resettable guarantee of a salary-connected individual pension account

CHEN, CHAO-LIANG ,  2016-10
[經濟學系暨研究所] 期刊論文
Journal of Pension Economics and Finance 15(4), p.357-378
of an IPA. The death benefit makes the guarantee be like time life insurance, where the policy allows only one claim to be made within a contract

5662.  Tests of regime-switching CAPM under price limits

黃河泉; Huang, Ho-chuan ,  2003-01-01
[財務金融學系暨研究所] 期刊論文
International Review of Economics and Finance 12(3), pp.305-326
ð13Þ The model is similar to Eq. (6) except that the true return at time t, denoted by R*t , is unobservable if the closing prices hit

5663.  Differential cash constraints, financial leverage and the demand for money: Evidence from a complete panel of Taiwanese firms

Liu, Jin-tan; 鄒孟文; Tsou, Meng-wen; Wang, Ping ,  2008-03-01
[國際企業學系暨研究所] 期刊論文
Journal of Marcoeconomics 30(1), pp.523-542
, Mulligan (1997) ro-estimates firm’s money demand based on the value of time approuch developed by Karni (1973) and Bomberger (1983), by constructing

5664.  Efficacy of progressive muscle relaxation training in reducing anxiety in patients with acute schizophrenia

Chen, Wen-Chun; Chu, Hsin; Lu, Ru-Band; Chou, Yuan-Hwa; Chen, Chung-Hua; Chang, Yue-Cune; O’Brien, Anthony Paul; Chou, Kuei-Ru ,  2009-08
[應用數學與數據科學學系] 期刊論文
Journal of Clinical Nursing 18(15), pp.2187-2196
on the quality of their mental status at the time of intervention. Progressive muscle relaxation training is a useful intervention as it is proven

5665.  Hedging with Zero-Value at Risk Hedge Ratio

Hung, Jui-cheng; Chiu, Chien-liang; Lee, Ming-chih ,  2006-02
[財務金融學系暨研究所] 期刊論文
Applied Financial Economics 16(3), pp.259-269
with an error correction term is employed to estimate expected returns and time-varying volatilities of the spot and futures in S&P 500 index

5666.  Effect of various Co–B catalyst synthesis conditions on catalyst surface morphology and NaBH4 hydrolysis reaction kinetic parameters

Chen, Yih-Hang; Pan, Chuan-Yi ,  2013-12-19
[化學工程與材料工程學系暨研究所] 期刊論文
International journal of hydrogen energy 39(1),　p.1648-1663
- tion reaction steps. The catalyst synthesis variables investigated here are ion exchange time, different types of resins, reduction temperature

5667.  Exchange Rate Exposure: Do Asymmetries and Volatilities Matter? Evidence from the Taiwan Stock Market

Varga, R F Franck=馬為騰 ,  2013-07
[全球政治經濟學系] 期刊論文
International Business Research 6(7), pp.120-130
into account the time the firm needs to adjust its financial management to exchange rate fluctuations or the fact that company information is only

5668.  A functional inference for multivariate current status data with mismeasured covariate

Wen, Chi-Chung; Huang, Yih-Huei; Wu, Yuh-Jenn ,  2015-07
[應用數學與數據科學學系] 期刊論文
Lifetime Data Analysis 21(3), p.379-396
recently studied for current status failure time data but not yet for multivariate current status data. Motivated by the three-hypers dataset from a health

5669.  Exploring the spatio-temporal interrelation between groundwater and surface water by using the self-organizing maps

I-Ting Chen; Li-Chiu Chang; Fi-John Chang ,  2018
[水資源及環境工程學系暨研究所] 期刊論文
Journal of Hydrology 556, p.131-142
on large high-dimensional data sets coupled with their occurrence times. We find that extracting the occurrence time from each 30-day moving average data

5670.  Comparing Hedging Effectiveness of Portfolios in the Greater Chinese Stock Exchanges: Evidence from a Modified Value-at-Risk Model

Chuang, Chung-Chu; Wang, Yi-Hsien; Yeh, Tsai-Jung ,  2018-11-29
[管理科學學系暨研究所] 期刊論文
Emerging Markets Finance & Trade, p.1-19
. Bollerslev, T., R. Engle, and J. M. Wooldridge. 1988. A capital asset pricing model with time-varying covariances. Journal of Political Economy 96 (1):116