Reexamining the likelihood of extreme returns in international stock markets

by Yun-Yi Wang, Tzu-Chuan Kao, Chu-Hsiung Lin, Tsun-Jen Wei
Published 2015-12-01

基金流量波動性、獨特性風險與共同基金績效之實證:分量迴歸模型

by Tsun-jen Wei, 韋尊仁
Published 2016

The Comparison between Average Method and Variance- Covariance Model: Taiwan Mid-Cap 100 Index

by Wan-Ling Wu, 吳婉鈴
Published 2013

Covariance model for portfolio construction - The case of Taiwan 50 Index

by Yu-Min Hung, 洪瑜敏
Published 2013

Idiosyncratic Volatility and Excess Return: New Evidence from the Greater China region

by JUI-HENG KANG, 康瑞亨
Published 2017

Time-varying Betas in Taiwan Stock Market

by Pao-chen Lue, 呂寶珍
Published 2002

A Study of Applying Asymmetric GARCH Model to Taiwan Stock Market

by Ping-Lun Tu, 杜秉倫
Published 2002

A Study on Estimating Value-at-Risk Model for US Dollars against NT Dollars Exchange Rate by Historical Simulation Approach

by Po-Hsiu Hsueh, 薛伯修
Published 2002

Applying for Hull and White’s Method to Estimate the Down Side Risk：the Case of Stock Market Index

by Kun-Ching Chen, 陳昆璟
Published 2010

The Research of IPO on Retailing Enterprise

by Cheng shue cin, 林正修
Published 2000

A New Approach to Estimating Portfolio Value-at-Risk: The Applications of Component VaR and Extreme Value

by Yung-Yi Wang, 王韻怡
Published 2004

Mutual Fund's Diversification, Performance and Risk Adjustment Behavior

by Chiu-ping Hung, 洪秋萍
Published 2004

An Empirical Study of Different Stock Repurchases on Abnormal Return ： the Companies Listed in Taiwan Stcck Market

by Jui-Heng Kang, 康瑞亨
Published 2004

Can the Volatility Behavior, Basis and Conditional Distribution Improve the Hedging Effectiveness of Stock Index Futures?

by Yu-pei Huang, 黃俞珮
Published 2011

Contagion in international stock markets after subprime mortgage crisis: Is it a reality?

by Kuei-Tzu Yeh, 葉貴子
Published 2010

The Effects of Executive Compensation on Idiosyncratic Risk

by Chia-Nung Wu, 吳佳儂
Published 2010

Does the Idiosyncratic Risk Forecast the Return?

by Wang-Tin Hung, 洪宛婷
Published 2010

Internal Corporate Governance Mechanisms and Downside Risk :Evidence from Financial Industry

by Jung-Kun Chien, 簡榮坤
Published 2011

Internal Corporate Governance Mechanisms and Stock Return Skewness: Evidence from Financial Industry

by Yen-Ying Chang, 張延英
Published 2011

The Application of Real Option Models on Evaluating Urban Land Readjustment Project

by Hisn-nan Tu, 凃新南
Published 2012