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Showing items 31-40 of 52. (6 Page(s) Totally) << < 1 2 3 4 5 6 > >> View [10|25|50] records per page

Date	Title	Authors
2011-02	A Markov regime-switching ARMA approach for hedging stock indices.	Chen, C.C. and Tsay, W.J.; 陳昭君
2010-12	A matching approach to M&A, R&D, and patents: evidence from Taiwan's listed companies.	Lin, J. R., Huang, C. J. and Liu, H. L.; 黃琛瑞
2006	Multifactor implied volatility functions for HJM models	Kuo I.-D., Paxson D.A.
2010	The non-linear relationship between muscle voluntary activation level and voluntary force measured by the interpolated twitch technique	林正祥; Huang, Yi-Ming, Hsu, Miao-Ju, Lin, Cheng-Hsiang, Wei, Shun-Hwa and Chang, Ya-Ju
2010	Option pricing under Markov-switching GARCH processes	陳昭君; Chen, Chao-Chun and Hung, Ming-Yang
2006	Performance measurement using linguistic terms in group decision-making	Chen K.-H., Chan C.-C., Shiu Y.-M.
2011	Pricing and hedging volatility smile under multifactor interest rate models.	Kuo, I. D.; 郭一棟
2011	Regime dependent information contents of model-free volatility: Evidence from the Eurodollar options markets.	Kuo, I. D. and Chen, Y. H.; 郭一棟
2009	Self-selection Bias and Financing Costs - A Unified Analysis of Financing Choices and Offering	陳家偉; Lin, Barry, Yi, Bingsheng and Chen, Chia-Wei
2006	Technical trading strategies and cross-national information linkage: The case of Taiwan stock market	Chang Y.-H., Metghalchi M., Chan C.-C.

Showing items 31-40 of 52. (6 Page(s) Totally) << < 1 2 3 4 5 6 > >> View [10|25|50] records per page