師資陣容

顏佑銘

顏佑銘

助理教授

國際經營與貿易學系

  • 分機
    29393091 #88047
  • E-Mail
    yyu_min@nccu.edu.tw
  • 研究專長
    財務經濟、計量經濟

學歷

  • 英國倫敦政經學院財務金融(學)系博士
  • 英國倫敦政經學院財務金融(學)系碩士
  • 國立臺灣大學經濟學系學士

個人著作

  • Tso-Jung Yen*;Zong-Rong Lee;Yi-Hau Chen;Yu-Min Yen;Jing-Shiang Hwang, 2017.02, 'Estimating Links of a Network from Time to Event Data, ' Annals of Applied Statistics,.(SCI)(*為通訊作者)(本論著未刊登但已被接受)
  • Oliver Linton;Yoon-Jae Whang;Yu-Min Yen*, 2016.09, 'A Nonparametric Test of a Strong Leverage Hypothesis, ' Journal of Econometrics, Vol.194, No.1, pp.153-186.(SSCI)(*為通訊作者)
  • Ray Yeutien Chou;Tso-Jung Yen;Yu-Min Yen*, 2016.05, 'Risk Evaluations with Robust Approximate Factor Models, ' Journal of Banking and Finance,.(SSCI)(*為通訊作者)(本論著未刊登但已被接受)
  • Yu-MinYen*, 2016.05, 'Sparse Weighted-Norm Minimum Variance Portfolios, ' Review of Finance, Vol.20, No.3, pp.1259-1287.(SSCI)(*為通訊作者)
  • Tso-Jung Yen*;Yu-Min Yen, 2016.04, 'Structured Variable Selection via Prior-Induced Hierarchical Penalty Functions, ' Computational Statistics and Data Analysis, Vol.96, pp.87-103.(SCI)(*為通訊作者)
  • Yu-Min Yen*;Tso-Jung Yen, 2014.08, 'Solving Norm Constrained Portfolio Optimization via Coordinate-Wise Descent Algorithms, ' Computational Statistics and Data Analysis, Vol.76, pp.737-759.(SCI)(*為通訊作者)
  • Yu-Min Yen*, 2013.04, 'Testing Jumps via False Discovery Rate Control, ' PloS One, Vol.8, pp.e58365.(SCI)(*為通訊作者)
  • Tso-Jung Yen;Yu-Min Yen*, 2010.09, 'Discussion on "Stability Selection" by Meinshausen and Buhlmann, ' Journal of the Royal Statistical Society: Series B, Vol.72, pp.413-417.(SCI)(*為通訊作者)
  • Yu-Min Yen*, 2016.12, 'Testing Forecast Accuracy of Expectiles and Quantiles with the Extremal Consistent Loss Functions, ' 2016 Macroeconometric Modelling Workshop, 中央研究院經濟研究所.(*為通訊作者)
  • Yu-Min Yen*, 2016.05, 'Forward-Looking Information on Growth and Uncertainty Implied by Derivative Securities: A Case Study of an Emerging Market, ' 2016 international conference of Taiwan Finance Association, 國立台北大學.(*為通訊作者)
  • Yu-Min Yen*, 2016.01, 'Forward-Looking Information on Growth and Uncertainty Implied by Derivative Securities: A Case Study of an Emerging Market, ' The 9th NCTU international finance conference, 國立交通大學.(*為通訊作者)
  • Ray Yeutien Chou;Tso-Jung Yen;Yu-Min Yen*, 2014.12, 'Risk Evaluations with Robust Approximate Factor Models, ' 2014 Financial Innovations and Bank Regulation Conference (Xiamen University), Xiamen University, Peking University, and Fordham University.(*為通訊作者)

研究計畫

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