Publications-期刊論文

Showing 1-25 of 29

                                                 
Date▼ Title Type  Full Text Scopus WOS Altmetric
2021.01 基於媒體情緒的企業違約預警:公開資訊語意分析 article (23)
2017-12 券商推薦股票評等報告之績效分析 article (113)
2016-12 Asymmetric responses to stock index reconstitutions: Evidence from the CSI 300 index additions and deletions article (237)
2013.06 波動度選擇權的隱含波動度 article (668)
2012.12 獲利保障型指數連動年金之評價 article (743)
2012.12 Valuation of Rarchet Equit-Indexed Annuities article (533)
2012-12 Valuation of Ratchet Equity-Indexed Annuities article (1229)
2011-03 Macroeconomic Conditions, Firm-Level Productivity, and Capital Structure Choices article (815)
2009-11 動態隱含波動度模型:以臺指選擇權為例 article (932)
2009 選擇權市場效率性檢定: 隱含波動度成對交易檢定法 article (996)
2008-04 Option Pricing in Ornstein-Uhlenbeck Position Process: The Application in the Impact of Price Limits article (119)
2003-12 臺指選擇權手續費調降對期貨商營運績效之實證分析 article (794)
2003-09 An Empirical Study on the Lapse Rate:The Cointegration Approach article (3174)
2003-09 保本型商品的評價與分析 article (657)
2003-08 An empirical study on the Lapse Rate: the cointegration approach article (2579)
2003-07 On the distribution of life insurance reserves in a stochastic mortality interest rate and surrender rate enviroment article (1316)
2003-07 On the Distribution of Life Insurance Reserves in a Stochastic Mortality Interest Rate and Lapse Rate Environment article
2003-07 An empirical study on early surrender: the cointegration approac article
2002-12 Early Surrender and the Distribution of Policy Reserves article (1119)
2002-12 Early Surrender and the Distribution of Policy Reserves article (1791)(1035)
2002-07 以實質選擇權法評估高科技產業股價 article (705)
2002-07 高科技產業股票之評價--實質選擇權評價法 article (993)
2002 以實質選擇權法評估高科技產業股價 article
2000-06 信用風險管理之評估原則及外匯清算風險 article (589)
1999-12 信用風險模型簡介─信用計量法及信用風險加成法 article (846)