| 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 |
| 臺大學術典藏 |
2020-02-15T03:53:11Z |
Optimal timing to invest in e-commerce
|
Chang, J.-R.; Hung, M.-W.; MAO-WEI HUNG |
| 臺大學術典藏 |
2020-02-15T03:53:10Z |
The effects of news sentiment and coverage on credit rating analysis
|
Tsai, F.-T.;Lu, H.-M.;Hung, M.-W.; Tsai, F.-T.; Lu, H.-M.; Hung, M.-W.; MAO-WEI HUNG |
| 臺大學術典藏 |
2020-02-15T03:53:09Z |
Valuation of parent guarantees of subsidiary debt: Ownership, risk and leverage implications
|
Chen, A.H.;Hung, M.-W.;Mazumdar, S.C.; Chen, A.H.; Hung, M.-W.; Mazumdar, S.C.; MAO-WEI HUNG |
| 臺大學術典藏 |
2020-02-15T03:53:06Z |
A note on endogenous propagation in one-sector business cycle models with dynamic complementarities
|
Hung, M.-W.;Wu, S.-J.; Hung, M.-W.; Wu, S.-J.; MAO-WEI HUNG |
| 臺大學術典藏 |
2020-02-15T03:52:55Z |
Valuation of intellectual property: A real option approach
|
Chang, J.-R.; Hung, M.-W.; Tsai, F.-T.; MAO-WEI HUNG |
| 臺大學術典藏 |
2020-02-15T03:52:54Z |
Pricing American options on foreign currency with stochastic volatility, jumps, and stochastic interest rates
|
Guo, J.-H.;Hung, M.-W.; Guo, J.-H.; Hung, M.-W.; MAO-WEI HUNG |
| 臺大學術典藏 |
2020-02-15T03:52:54Z |
Pricing foreign equity options under l?vy processes
|
Huang, S.-C.;Hung, M.-W.; Huang, S.-C.; Hung, M.-W.; MAO-WEI HUNG |
| 臺大學術典藏 |
2020-02-15T03:52:54Z |
Pricing vulnerable options in incomplete markets
|
Hung, M-W.; Liu, Y.-H.; MAO-WEI HUNG |
| 臺大學術典藏 |
2020-02-15T03:52:54Z |
Volatility and maturity effects in the Nikkei index futures
|
Chen, Y.-J.;Duan, J.-C.;Hung, M.-W.; Chen, Y.-J.; Duan, J.-C.; Hung, M.-W.; MAO-WEI HUNG |
| 臺大學術典藏 |
2020-02-15T03:52:53Z |
A generalization of the Barone-Adesi and Whaley approach for the analytic approximation of American options
|
Guo, J.-H.;Hung, M.-W.;So, L.-C.; Guo, J.-H.; Hung, M.-W.; So, L.-C.; MAO-WEI HUNG |
