Chang Charles Fuh Cheng Der Lin Shih Kuei 2013 08 A Tale of Two Regimes Theory and Empirical Evidence for a Markov Modulated Jump Diffusion Model of Equity Returns and Derivative Pricing Implications Journal of Banking and Finance Vol 37 No 8 pp 3204 3217 SSCI 科技部財務領域國際期刊A Tier 1級為通訊作者

Year	2013
Authors	SHIH-KUEI LIN
Paper Title	Chang, Charles;Fuh, Cheng-Der;Lin, Shih-Kuei, 2013.08, 'A Tale of Two Regimes: Theory and Empirical Evidence for a Markov-Modulated Jump Diffusion Model of Equity Returns and Derivative Pricing Implications, ' Journal of Banking and Finance, Vol.37, No.8, pp.3204-3217.(SSCI, 科技部財務領域國際期刊A Tier-1級)(為通訊作者)
Vol.No	387228
Date of Publication	2013-08-01
Reference URL	http://nccur.lib.nccu.edu.tw/handle/140.119/61735