| 臺大學術典藏 |
2022-05-24T06:26:38Z |
The development of an automatic scanning path generation method for the spinneret test
|
Chen C.-J.;Hung M.-W.;Jywe W.;Chiang D.; Chen C.-J.; Hung M.-W.; Jywe W.; Chiang D.; Wen-Yuh Jywe |
| 臺大學術典藏 |
2022-05-24T06:26:38Z |
The development of a low cost digital spinneret inspection system
|
Chen C.-J.;Jywe W.;Hung M.-W.;Lin C.-L.;Hung J.;Lin T.; Chen C.-J.; Jywe W.; Hung M.-W.; Lin C.-L.; Hung J.; Lin T.; Wen-Yuh Jywe |
| 臺大學術典藏 |
2022-05-24T06:26:35Z |
Developing a fast inspection path generation method for an automatic spinneret inspection system
|
Chen C.-J.;Chang C.-L.;Hung M.-W.;Jywe W.;Teng Y.; Chen C.-J.; Chang C.-L.; Hung M.-W.; Jywe W.; Teng Y.; Wen-Yuh Jywe |
| 臺大學術典藏 |
2022-05-24T06:26:34Z |
To develop a high speed auto-alignment system by dual machine vision based alignment system
|
Chen C.-J.;Jywe W.;Teng Y.;Chen Y.-J.;Hung M.-W.; Chen C.-J.; Jywe W.; Teng Y.; Chen Y.-J.; Hung M.-W.; Wen-Yuh Jywe |
| 臺大學術典藏 |
2022-05-24T06:26:34Z |
To develop an optical system model for image based multi-degree-of-freedom measurement system
|
Chen C.-J.;Chang C.-L.;Hsiao W.-T.;Hung M.-W.;Jywe W.;Teng Y.; Chen C.-J.; Chang C.-L.; Hsiao W.-T.; Hung M.-W.; Jywe W.; Teng Y.; Wen-Yuh Jywe |
| 臺大學術典藏 |
2022-04-26T06:18:01Z |
Corporate debt and cash decisions: A nonlinear panel data analysis
|
Chang B.-J;Hung M.-W.; Chang B.-J; Hung M.-W.; MAO-WEI HUNG |
| 臺大學術典藏 |
2022-04-26T06:18:00Z |
The annuity puzzle and consumption hump under ambiguous life expectancy
|
Han N.-W;Hung M.-W.; Han N.-W; Hung M.-W.; MAO-WEI HUNG |
| 臺大學術典藏 |
2021-08-31T05:35:47Z |
The impact of appointment-based CEO connectedness on firms’ performance and profitability
|
Chien Y.-H;Hung M.-W.; Chien Y.-H; Hung M.-W.; MAO-WEI HUNG |
| 臺大學術典藏 |
2021-08-31T05:35:47Z |
Implications of default information leakage on recoveries
|
Hung M.-W;Tsai W.-H.; Hung M.-W; Tsai W.-H.; MAO-WEI HUNG |
| 臺大學術典藏 |
2021-08-31T05:35:47Z |
Consumption-based asset pricing with prospect theory and habit formation
|
Wang J.-Y;Hung M.-W.; Wang J.-Y; Hung M.-W.; MAO-WEI HUNG |
| 臺大學術典藏 |
2021-08-31T05:35:47Z |
Application of intertemporal CAPM on international corporate finance
|
Chang J.-R;Hung M.-W;Lee C.F.; Chang J.-R; Hung M.-W; Lee C.F.; MAO-WEI HUNG |
| 臺大學術典藏 |
2021-08-31T05:35:46Z |
The jump behavior of a foreign exchange market: Analysis of the thai baht
|
Chang J.-R;Hung M.-W;Lee C.F;Lu H.-M.; Chang J.-R; Hung M.-W; Lee C.F; Lu H.-M.; MAO-WEI HUNG |
| 臺大學術典藏 |
2020-12-16T02:15:24Z |
The jump behavior of a foreign exchange market: Analysis of the thai baht
|
Chang, J.-R.;Hung, M.-W.;Lee, C.F.;Lu, H.-M.; Chang, J.-R.; Hung, M.-W.; Lee, C.F.; Lu, H.-M.; HSIN-MIN LU |
| 臺大學術典藏 |
2020-12-16T01:19:30Z |
Managerial optimism, CEO retention, and corporate performance: evidence from bankruptcy-filing firms
|
Hung, M.-W.;Tsai, W.-H.; Hung, M.-W.; Tsai, W.-H.; MAO-WEI HUNG |
| 臺大學術典藏 |
2020-12-15T09:36:37Z |
Consumption-based asset pricing with prospect theory and habit formation
|
Hung, M.-W.; JR-YAN WANG; Wang, J.-Y.;Hung, M.-W.; Wang, J.-Y. |
| 臺大學術典藏 |
2020-02-15T03:53:15Z |
An intertemporal CAPM approach to evaluate mutual fund performance
|
Chang, J.-R.; Hung, M.-W.; Lee, C.-F.; MAO-WEI HUNG |
| 臺大學術典藏 |
2020-02-15T03:53:14Z |
Asset prices under prospect theory and habit formation
|
Hung, M.-W.;Wang, J.-Y.; Hung, M.-W.; Wang, J.-Y.; JR-YAN WANG |
| 臺大學術典藏 |
2020-02-15T03:53:14Z |
Asset prices under prospect theory and habit formation
|
Hung, M.-W.; Wang, J.-Y.; MAO-WEI HUNG |
| 臺大學術典藏 |
2020-02-15T03:53:14Z |
The jump behavior of foreign exchange market: Analysis of Thai Baht
|
Chang, J.-R.; Hung, M.-W.; Lee, C.-F.; Lu, H.-M.; MAO-WEI HUNG |
| 臺大學術典藏 |
2020-02-15T03:53:14Z |
An international asset pricing model with time-varying hedging risk
|
Chang, J.-R.; Hung, M.-W.; MAO-WEI HUNG |
| 臺大學術典藏 |
2020-02-15T03:53:13Z |
Rainbow trend options: valuation and applications
|
Wang, J.-Y.;Wang, H.-C.;Ko, Y.-C.;Hung, M.-W.; Wang, J.-Y.; Wang, H.-C.; Ko, Y.-C.; Hung, M.-W.; JR-YAN WANG |
| 臺大學術典藏 |
2020-02-15T03:53:13Z |
Rainbow trend options: valuation and applications
|
Wang, J.-Y.;Wang, H.-C.;Ko, Y.-C.;Hung, M.-W.; Wang, J.-Y.; Wang, H.-C.; Ko, Y.-C.; Hung, M.-W.; MAO-WEI HUNG |
| 臺大學術典藏 |
2020-02-15T03:53:13Z |
Valuation of vulnerable American options with correlated credit risk
|
Chang, L.-F.;Hung, M.-W.; Chang, L.-F.; Hung, M.-W.; MAO-WEI HUNG |
| 臺大學術典藏 |
2020-02-15T03:53:12Z |
A lattice model for option pricing under GARCH-jump processes
|
Lin, B.-H.; Hung, M.-W.; Wang, J.-Y.; Wu, P.-D.; JR-YAN WANG; Lin, B.-H.;Hung, M.-W.;Wang, J.-Y.;Wu, P.-D. |
| 臺大學術典藏 |
2020-02-15T03:53:12Z |
A lattice model for option pricing under GARCH-jump processes
|
Lin, B.-H.;Hung, M.-W.;Wang, J.-Y.;Wu, P.-D.; Lin, B.-H.; Hung, M.-W.; Wang, J.-Y.; Wu, P.-D.; MAO-WEI HUNG |
