期刊論文
年度 論文名稱
2009 陳明吉;蔡怡純;杜采萍, 2009, '台灣REITs價位合理嗎？, ' 台灣金融財務季刊, Vol.十, No.三, pp.59-83., vol. 405538, 2009
2009 I-Chun Tsai;Ming-Chi Chen, 2009, 'Asymmetric Volatility of House Prices in the UK, ' Property Management, Vol.27, No.2, pp.80-90.(ABI/INFORM), vol. 405506, 2009
2009 Yang, Chih-Yuan;Ming-Chi Chen, 2009, 'The Role of Co-Kurtosis in the Pricing of Real Estate, ' Journal of Real Estate Portfolio Management, Vol.15, No.2, pp.185-196.(EconLit), vol. 405505, 2009
2009 張金鶚;陳明吉;鄧筱蓉;楊智元, 2009, '台北市房價泡沫知多少？- 房價VS.租金、房價VS.所得, ' 住宅學報, Vol.十八, No.二, pp.1-22.(TSSCI), vol. 405504, 2009
2009 陳明吉;蔡怡純;李曉盈, 2009, '不動產投資信託基金在投資組合中之角色與貢獻度分析, ' 亞太經濟管理評論, Vol.十三, No.一, pp.73-92., vol. 405503, 2009
2009 江彌修*, 2009, 'Option Pricing based on the Alternating Direction Implicit Method, ' 風險管理學報, Vol.10, No.1.(*為通訊作者), vol. 278884, 2009
2009 Hung, Y. C.;Lin, S. K.;Wu, C. W., 2009, 'Pricing Risky Securities in Hidden Markov-Modulated Poisson Processes, ' Advances in Quantitative Analysis of Finance and Accounting, Vol.7, No.7, pp.95-210.(FLI), vol. 316012, 2009
2009 Lin, S. K.;Liao, S. L.*;Lin, T., C., 2009, 'Credit Risks with Levy Processes under a Stochastic Interest Rate: A Structural Form Model, ' Reviews of Securities and Futures Markets, Vol.21, No.4, pp.139-176.(TSSCI)(*為通訊作者), vol. 316011, 2009
2009 Wang, R. H.*;Lin, S. K.;Fuh, C. D., 2009, 'An Importance Sampling Method to Evaluate Value-at-Risk for Assets with Jump Risks, ' Asia-Pacific Journal of Financial Studies, Vol.38, No.5, pp.745-772.(SSCI)(*為通訊作者), vol. 316010, 2009
2009 Lin, S. K.*;Wang, S. Y.;Tsai, P. L., 2009, 'Application of Hidden Markov Switching Moving Average Model in Stock Markets: Theory and Empirical Evidence, ' International Review of Economics and Finance, Vol.18, No.2, pp.306-317.(SSCI)(*為通訊作者), vol. 316005, 2009