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机构 日期 题名 作者
亞洲大學 2012-06 The Optimal Transfer Price and the Possibility of Penalty 臧仕維;Tzang, Shyh-Weir
亞洲大學 201107 Modeling the Mortgage of Prepayment Penalties 臧仕維;Tzang, Shyh-Weir;臧仕維;Tzang, Shyh-Weir
亞洲大學 201105 Enhanced Index Fund Performance Analysis by Multi-factor Alpha Model: Evidence from Taiwan 臧仕維;Tzang, Shyh-Weir;臧仕維;Tzang, Shyh-Weir
國立高雄第一科技大學 2011.04 Do liquidity and sampling methods matter in constructing volatility indices? Empirical evidence from Taiwan Tzang, Shyh-Weir;Hung, Chih-Hsing;Wang, Chou-Wen;Shyu, David So-De; 王昭文
亞洲大學 2011-04 Do liquidity and sampling methods matter in constructing volatility indices? Empirical evidence from Taiwan 臧仕維;Tzang, Shyh-Weir
國立高雄第一科技大學 2010.09 考慮破產成本與不同代理目標下的公司破產機率與相關成本分析 洪志興;徐守德;臧仕維;鄭義; Hung, Chih-Hsing;Hsyu, David So-De;Tzang, Shyh-Weir;Jeng, Yih
亞洲大學 2010-09 考慮破產成本與不同代理目標下的公司破產機率與相關成本分析 臧仕維;Tzang, Shyh-Weir
亞洲大學 200901 Price Information of Options and the Construction of Volatility Index: An Empirical Evidence of Taiwan 臧仕維;Tzang, Shyh-Weir;臧仕維;Tzang, Shyh-Weir
亞洲大學 2009-05 Forecasting efficiency of implied volatility and the intraday high-low price range in Taiwan stock market 臧仕維;Tzang, Shyh-Weir;Chih-Hsing Hung;David So-De Hsyu
亞洲大學 2009-04 The Efficacy of Model-Based Volatility Forecasting: Empirical Evidence in Taiwan 臧仕維;Tzang, Shyh-Weir;Chih-Hsing Hung;So-De Hsyu
國立高雄第一科技大學 2009 The Efficacy of Model-Based Volatility Forecasting: Empirical Evidence in Taiwan Tzang, Shyh-Weir;Hung, Chih-Hsing;Hsyu, So-De
國立高雄第一科技大學 2009 Forecasting Efficiency of Implied Volatility and the Intraday High-Low Price Range in Taiwan Stock Market Hung, Chih-Hsing;Tzang, Shyh-Weir;Hsyu, David So-De
亞洲大學 200812 Systematic Risk in GARCH Option Pricing: A Theoretical and Empirical Perspective 臧仕維;Tzang, Shyh-Weir;王昭文;Wang, Chou-Wen
亞洲大學 2008.12 Systematic Risk in GARCH Option Pricing: A Theoretical and Empirical Perspective 王昭文;Wang, Chou-Wen;臧仕維;Tzang, Shyh-Weir;洪志興;Hung, Chih-Hsing;吳錦文;Wu, Jin-Wen
國立高雄第一科技大學 2008.06 A GARCH with Time-Changed L?vy Innovation Model and Its Applications from an Economic Perspective Wu, Yang-Che;Liao, Szu-Lang;Shyu, David;Tzang, Shyh-Weir;Hung, Chih-Hsing
國立政治大學 2008-06 A GARCH with Time-Changed Lévy Innovation Model and Its Applications from an Economic Perspective Wu, Yang-Che;Liao, Szu-Lang;Shyu, David;Tzang, Shyh-Weir;Hung, Chih-Hsing; 廖四郎

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