| 臺大學術典藏 |
2020-02-10T08:08:23Z |
The jump behavior of foreign exchange market: Analysis of 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 |
2020-02-10T08:08:19Z |
Financial text mining: Supporting decision making using web 2.0 content
|
Lu H.-M.;Chen H.;Chen T.-J.;Hung M.-W.;Li S.-H.; Lu H.-M.; Chen H.; Chen T.-J.; Hung M.-W.; Li S.-H.; HSIN-MIN LU |
| 臺大學術典藏 |
2020-02-10T08:08:18Z |
Credit rating change modeling using news and financial ratios
|
Tsai F.-T.; Chen H.; Hung M.-W.; Li S.-H.; HSIN-MIN LU; Lu H.-M.; Lu H.-M.;Tsai F.-T.;Chen H.;Hung M.-W.;Li S.-H. |
| 臺大學術典藏 |
2020-02-10T08:08:18Z |
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.; HSIN-MIN LU |
| 臺大學術典藏 |
2020-02-10T08:08:14Z |
The impact of news articles and corporate disclosure on credit risk valuation
|
Tsai F.-T.;Lu H.-M.;Hung M.-W.; Tsai F.-T.; Lu H.-M.; Hung M.-W.; HSIN-MIN LU |
| 臺大學術典藏 |
2019 |
Volatility information implied in the term structure of VIX
|
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
|
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
|
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
|
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
|
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
|
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
|
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”
|
Hung, M. W.; Guo, J.; So, L. |
| 國立臺灣大學 |
2008-08 |
Pricing Catastrophe Derivatives Using A Recursive Evaluation Approach
|
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
|
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
|
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
|
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
|
Guo, J.-H.; Hung, M.-W.; MAO-WEI HUNG |
| 國立臺灣大學 |
2006-06 |
Sharpe Timing Ratio
|
Hung, M.W.; Jan, Y. |
| 國立臺灣大學 |
2006-06 |
The Profitability and The Determinants of Momentum Investment Strategy
|
Hung, M.W.; Liu, C.; Lin, Y. |
| 國立臺灣大學 |
2006-06 |
Valuation of Weather Derivatives
|
Hung, M.W.; Liu, Y. |
| 臺大學術典藏 |
2006-06 |
Valuation of Weather Derivatives
|
Hung, M.W.;Liu, Y.; Hung, M.W.; Liu, Y. |
| 臺大學術典藏 |
2006 |
Optimal Timing to Invest in E-commerce
|
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
|
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
|
Lin, B. H.; Hung, M. W.; Wang, J. Y.; Wu, T. H. |
