臺灣學術機構典藏系統 (Taiwan Academic Institutional Repository, TAIR)

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臺灣學術機構典藏系統 (Taiwan Academic Institutional Repository, TAIR)

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Institution	Date	Title	Author
國立高雄第一科技大學	2010.06	Setting margin levels in futures markets: An extreme value method	Kao, Tzu-chuan;Lin, Chu-hsiung; 林楚雄
國立高雄第一科技大學	2009.07	A two-stage approach to allowing time-varying volatility and heavytailed distribution for value-at-risk estimation	Kao, Tzu-Chuan;Changchien, Chang-Cheng;Lin, Chu-Hsiung;Chen, Hsien-Ming; 林楚雄
國立高雄第一科技大學	2006-05-22	股價指數期貨報酬尾部行為與保證金水準之設定	高子荃; Kao Tzu-chuan

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