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"hung m w"的相关文件
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| 臺大學術典藏 |
2019 |
Volatility information implied in the term structure of VIX
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MAO-WEI HUNG; Yen, K.-C.; Wang, Y.-H.; Hung, M.-W.; Chang, K.-J.; Chang, K.-J.;Hung, M.-W.;Wang, Y.-H.;Yen, K.-C. |
| 臺大學術典藏 |
2018 |
Development of the miniaturization lighting dose sensor for multi-wavelength light system
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YAO-JOE YANG; Yu, H.-S.; Yang, Y.-J.; Huang, K.-C.; Hung, M.-W.; Lin, Y.-C.; Tsai, H.-Y. |
| 臺大學術典藏 |
2018 |
Artificial Momentum, Native Contrarian, and Transparency in China
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Lin, H.-W.;Hung, M.-W.;Huang, J.-B.; Lin, H.-W.; Hung, M.-W.; Huang, J.-B.; MAO-WEI HUNG |
| 臺大學術典藏 |
2016 |
The importance of stock liquidity on option pricing
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Feng, S.-P.;Hung, M.-W.;Wang, Y.-H.; Feng, S.-P.; Hung, M.-W.; Wang, Y.-H.; MAO-WEI HUNG |
| 臺大學術典藏 |
2014 |
Option pricing with stochastic liquidity risk: Theory and evidence
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Wang, Y.-H.; MAO-WEI HUNG; Hung, M.-W.; Feng, S.-P.; Feng, S.-P.;Hung, M.-W.;Wang, Y.-H. |
| 實踐大學 |
2013 |
Option pricing with stochastic liquidity risk: Theory and evidence
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Feng, S.P.;Hung, M.W.;Wang, Y.H. |
| 臺大學術典藏 |
2010 |
Liquidity spreads in the corporate bond market: Estimation using a semi-parametric model
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Chang, J.H.; Hung, M.W.; MAO-WEI HUNG; Chang, J.H.;Hung, M.W. |
| 國立臺灣大學 |
2008-09 |
A Generalization of Rubinstein’s “Pay Now, Choose Later”
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Hung, M. W.; Guo, J.; So, L. |
| 國立臺灣大學 |
2008-08 |
Pricing Catastrophe Derivatives Using A Recursive Evaluation Approach
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Hung, M. W.; Liu, Y.; Jiang, I.; Kuei, and C. |
| 國立臺灣大學 |
2007 |
Option Pricing with Discontinuous Jumps and GARCH Effect
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Lin, B. H.; Hung, M. W.; Wang, J. Y.; Wu, T. H. |
| 臺大學術典藏 |
2007 |
The Jump Behavior of Foreign Exchange Market: Analysis of Thai Baht
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Chang, J.-R.;Hung, M.-W.;Lee, C.-F.;Lu, H.-M.Hung, Mao-Wei;Chang, J.;Lee, C.;Lu, H.; Hung, Mao-Wei; Chang, J.; Lee, C.; Lu, H.; Chang, J.-R.; Hung, M.-W.; Lee, C.-F.; Lu, H.-M.; MAO-WEI HUNG |
| 臺大學術典藏 |
2007 |
A Note on the Discontinuity Problem in Heston's Stochastic Volatility
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Guo, J.-H.;Hung, M.-W.; Hung, Mao-Wei; Guo, Jia-Hau; Guo, J.-H.; Hung, M.-W.; MAO-WEI HUNG |
| 臺大學術典藏 |
2007 |
A note on the discontinuity problem in Heston's stochastic volatility model
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Guo, J.-H.; Hung, M.-W.; MAO-WEI HUNG |
| 國立臺灣大學 |
2006-06 |
Sharpe Timing Ratio
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Hung, M.W.; Jan, Y. |
| 國立臺灣大學 |
2006-06 |
The Profitability and The Determinants of Momentum Investment Strategy
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Hung, M.W.; Liu, C.; Lin, Y. |
| 國立臺灣大學 |
2006-06 |
Valuation of Weather Derivatives
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Hung, M.W.; Liu, Y. |
| 臺大學術典藏 |
2006-06 |
Valuation of Weather Derivatives
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Hung, M.W.;Liu, Y.; Hung, M.W.; Liu, Y. |
| 臺大學術典藏 |
2006 |
Optimal Timing to Invest in E-commerce
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Chang, J.-R.;Hung, M.-W.; Hung, Mao-Wei; Chang, J.; Chang, J.-R.; Hung, M.-W.; MAO-WEI HUNG |
| 臺大學術典藏 |
2006 |
A Heterogeneous Model of Disposition Effect
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Hung, M.-W.;Yu, H.-Y.; Hung, Mao-Wei; Yu, H.; Hung, M.-W.; Yu, H.-Y.; MAO-WEI HUNG |
| 國立臺灣大學 |
2005 |
Variance Reduction for Multivariate Monte Carlo Simulation
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Lin, B. H.; Hung, M. W.; Wang, J. Y.; Wu, T. H. |
| 臺大學術典藏 |
2005 |
Asset Price under Prospect Theory and Habit Formation
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Hung, M.-W.;Wang, J.-Y.; Hung, Mao-Wei; Wang, J.; Hung, M.-W.; Wang, J.-Y.; MAO-WEI HUNG |
| 臺大學術典藏 |
2005 |
An Intertemporal International Asset Pricing Model: Theory and Empirical Evidence
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Chang, J.-R.;Errunza, V.;Hogan, K.;Hung, M.-W.; Hung, Mao-Wei; Chang, J.; V. Errunza; K. Hogan; Chang, J.-R.; Errunza, V.; Hogan, K.; Hung, M.-W.; MAO-WEI HUNG |
| 臺大學術典藏 |
2005 |
Valuation of Intellectual Property: A Real Option Approach
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Chang, J.-R.;Hung, M.-W.;Tsai, F.-T.; Chang, Jow-Ran; Hung, Mao-Wei; Tsai, Feng-Tse; Chang, J.-R.; Hung, M.-W.; Tsai, F.-T.; MAO-WEI HUNG |
| 臺大學術典藏 |
2004 |
An Intertemporal CAPM Approach to Evaluate Mutual Fund Performance
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Chang, J.-R.;Hung, M.-W.;Lee, C.-F.; Hung, Mao-Wei; Chang, J.; Lee, C.; Chang, J.-R.; Hung, M.-W.; Lee, C.-F.; MAO-WEI HUNG |
| 臺大學術典藏 |
2003 |
Impact of Foreign Listed Single Stock Futures on the Domestic Underlying Stock Markets
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Hung, M.-W.;Lee, C.-F.;So, L.-C.; Hung, Mao-Wei; Lee , C.; So, L.; Hung, M.-W.; Lee, C.-F.; So, L.-C.; MAO-WEI HUNG |
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