| 臺大學術典藏 |
2018-09-10T07:44:56Z |
Nonlinear Models in Corporate Finance Research: Review, Critique, and Extensions
|
Sheng-Syan Chen;Kim Wai Ho;Cheng-few Lee;Keshab Shrestha; Sheng-Syan Chen; Kim Wai Ho; Cheng-few Lee; Keshab Shrestha; SHENG-SYAN CHEN |
| 臺大學術典藏 |
2018-09-10T05:00:58Z |
An Empirical Analysis of the Relationship between the Hedge Ratio and Hedging Horizon: A Simultaneous Estimation of the Short- and Long-run Hedge Ratios
|
Chen, Sheng-Syan;Lee, Cheng-few;Keshab Shrestha; Chen, Sheng-Syan; Lee, Cheng-few; Keshab Shrestha; SHENG-SYAN CHEN |
| 臺大學術典藏 |
2018-09-10T05:00:58Z |
Nonlinear Models in Corporate Finance Research: Review, Critique, and Extensions
|
Ho, Kim Wai; Lee, Cheng-few; Keshab Shrestha; SHENG-SYAN CHEN; Chen, Sheng-Syan; Chen, Sheng-Syan;Ho, Kim Wai;Lee, Cheng-few;Keshab Shrestha |
| 臺大學術典藏 |
2018-09-10T04:16:39Z |
Are Expected Inflation and Expected Real Rates Negatively Correlated? A Long-Run Test of the Mundell-Tobin Hypothesis
|
Keshab Shrestha;Chen, Sheng-Syan;Lee, Cheng-few; Keshab Shrestha; Chen, Sheng-Syan; Lee, Cheng-few; SHENG-SYAN CHEN |
| 臺大學術典藏 |
2018-09-10T03:51:38Z |
An Empirical Analysis of the Relationship between the Hedge Ratio and Hedging Horizon
|
Sheng-Syan Chen;Cheng-few Lee;Keshab Shrestha; Sheng-Syan Chen; Cheng-few Lee; Keshab Shrestha; SHENG-SYAN CHEN |
| 臺大學術典藏 |
2018-09-10T03:51:38Z |
A Comparative Study of Futures Hedge Ratios: Theory and Empirical Analysis
|
Sheng-Syan Chen;Cheng-few Lee;Keshab Shrestha; Sheng-Syan Chen; Cheng-few Lee; Keshab Shrestha; SHENG-SYAN CHEN |
| 臺大學術典藏 |
2018-09-10T03:51:38Z |
Nonlinear Models in Corporate Finance Research: Review, Critique, and Extensions
|
Sheng-Syan Chen;Kim Wai Ho;Cheng-few Lee;Keshab Shrestha; Sheng-Syan Chen; Kim Wai Ho; Cheng-few Lee; Keshab Shrestha; SHENG-SYAN CHEN |
| 臺大學術典藏 |
2018-09-10T03:51:37Z |
On a Mean-Generalized Semivariance Approach to Determining the Hedge Ratio
|
Sheng-Syan Chen;Cheng-few Lee;Keshab Shrestha; Sheng-Syan Chen; Cheng-few Lee; Keshab Shrestha; Chen, Sheng-Syan |
| 國立臺灣大學 |
2007 |
Do the Pure Martingale and Joint Normality Hypotheses Hold for Futures Contracts? Implications for the Optimal Hedge Ratios
|
Chen, Sheng-Syan; Lee, Cheng-few; Keshab Shrestha |
| 臺大學術典藏 |
2007 |
Do the Pure Martingale and Joint Normality Hypotheses Hold for Futures Contracts? Implications for the Optimal Hedge Ratios
|
Chen, Sheng-Syan; Lee, Cheng-Few; Keshab Shrestha; Chen, Sheng-Syan; Lee, Cheng-few; Keshab Shrestha |
