| 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 |
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 |
| 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)(*為通訊作者), vol. 315987, 2009 |
| 2009 |
張嘉倩*;王昭文;廖四郎, 2009, 'The Valuation of Special Purpose Vehicles by Issuing Structured Credit Linked Notes, ' Applied Financial Economics, Vol.19, No.3, pp.227-256.(*為通訊作者), vol. 240415, 2009 |
| 2009 |
Huang, Y.M.;Lin, S.C.;Lin, Y.Y., 2009, 'The relationships of team diversity and innovative performance: The mediating effects of external activity and team cohesiveness, ' Sun Yat-Sen Management Review, Vol.17, No.4, pp.847-882., vol. 319526, 2009 |
| 2009 |
Tsou, H.H.;Yu, J.;Lin, Y.Y., 2009, 'Entry Timing and Performance Under Uncertainty: Taiwanese Firms Investing in China, ' Asia Pacific Management Review, Vol.14, No.3, pp.263-277., vol. 295858, 2009 |
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