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Showing items 1-10 of 10 (1 Page(s) Totally)
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| 淡江大學 |
2021-01 |
Non-parametric Estimation of Conditional Tail Expectation for Long-Horizon Returns
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Ho, Hwai-Chung;Chen, Hung-Yin;Tsai, Henghsiu |
| 淡江大學 |
2020-09 |
Non-parametric Inference on Risk Measures for Integrated Returns
|
Tsai, Henghsiu;Ho, Hwai-Chung;Chen, Hung-Yin |
| 國立交通大學 |
2018-08-21T05:56:39Z |
A Three-Parameter Speeded Item Response Model: Estimation and Application
|
Chang, Joyce; Tsai, Henghsiu; Su, Ya-Hui; Lin, Edward M. H. |
| 國立交通大學 |
2018-08-21T05:54:13Z |
DOUBLY CONSTRAINED FACTOR MODELS WITH APPLICATIONS
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Tsai, Henghsiu; Tsay, Ruey S.; Lin, Edward M. H.; Cheng, Ching-Wei |
| 國立交通大學 |
2017-04-21T06:49:01Z |
DOUBLY CONSTRAINED FACTOR MODELS WITH APPLICATIONS
|
Tsai, Henghsiu; Tsay, Ruey S.; Lin, Edward M. H.; Cheng, Ching-Wei |
| 淡江大學 |
2016-10 |
Value at Risk for Integrated Returns and Its Applications to Equity Portfolios
|
Ho, Hwai-Chung;Chen, Hung-Yin;Tsai, Henghsiu |
| 淡江大學 |
2016-06-24 |
Conditional Tail Expectation for Integrated Processes with Stochastic Volatility.
|
Ho, Hwai-Chung;Chen, Hung-Yin;Tsai, Henghsiu |
| 國立交通大學 |
2015-07-21T08:29:12Z |
Inference of Seasonal Long-memory Time Series with Measurement Error
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Tsai, Henghsiu; Rachinger, Heiko; Lin, Edward M. H. |
| 淡江大學 |
2014-12-04 |
Value at Risk for Integrated Returns and Its Applications to Equity-linked Insurance
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Ho, Hwai-Chung;Chen, Hung-Yin;Tsai, Henghsiu |
| 淡江大學 |
2014-06-29 |
Evaluting Quantile Reserve for Equity-Linked Insurance in a Multivariate Stochastic Volatility Model.
|
Ho, Hwai-Chung;Chen, Hung-Yin;Tsai, Henghsiu |
Showing items 1-10 of 10 (1 Page(s) Totally)
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