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 |
江弥修*, 2009, 'Option Pricing based on the Alternating Direction Implicit Method, ' 风险管理学报, Vol.10, No.1.(*为通讯作者), 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)(*为通讯作者), 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)(*为通讯作者), 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)(*为通讯作者), vol. 316005, 2009 |
2009 |
Lin, S. K.*;Chang, C. C.;Powers, M. R., 2009, 'The Valuation of Contingent Capital with Catastrophe Risks, ' Insurance: Mathematics and Economics, Vol.45, No.1, pp.65-73.(SSCI)(*为通讯作者), vol. 315987, 2009 |
2009 |
黄台心*;张宝光;邱郁芳, 2009, '应用共同成本函数探讨东亚六国银行业之生产效率, ' 经济论文, Vol.37, pp.61-100.(TSSCI)(*为通讯作者), vol. 286341, 2009 |
2009 |
Wang Mei Hui*;Huang Tai Hsin, 2009, 'Threshold Effects of Financial Status on the Cost Frontiers of Financial Institutions in Non-Dynamic Panels, ' Applied Economics, No.41, pp.3389-3401.(SSCI)(*为通讯作者), vol. 266165, 2009 |
2009 |
Huang Tai Hsin*;Chen Ying Hsiu, 2009, 'A study on long-run inefficiency levels of a panel dynamic cost frontier under the framework of forward-looking rational expectations, ' Journal of Banking and Finance, Vol.33, pp.842-849.(SSCI)(*为通讯作者), vol. 262569, 2009 |