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"lee wo chiang"
Showing items 1-23 of 23 (1 Page(s) Totally)
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| 淡江大學 |
2015-05 |
The Association between Finance Policy, Business Risk and Firm Growth Affect in Taiwan
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Lee, Joe-Ming; Lee, Wo-Chiang |
| 淡江大學 |
2015-03 |
THRESHOLD EFFECTS IN THE RELATIONSHIPS OF REITS AND OTHER FINANCIAL SECURITIES IN DEVELOPED COUNTRIES
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Lin, Hui-Na; Lee, Wo-Chiang |
| 朝陽科技大學 |
2013-12 |
公股銀行放款集中度對經營績效及逾放之影響分析
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李沃牆;林惠娜;劉雅鳳; Lee, Wo-Chiang;Lin, Hui-Na;Liu, Ya-Feng |
| 淡江大學 |
2013-12 |
The Measurement of the Relationship between Taiwan's Bond Funds' Net Flow and the Investment Risk -Threshold Autoregressive Model
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Lee, Wo-Chiang; Lee, Joe-Ming; Lee, Wo-Chiang |
| 淡江大學 |
2012-12 |
A Study on Taiwan's Bond Market Integrity and Market Timing Ability - Based on The Armax-Garch Model
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Lee, Wo-chiang; Lee, Joe-Ming; 李沃牆(wclee@mail.tku.edu.tw) |
| 淡江大學 |
2012-12 |
An Empirical Investigation into the Effects of a Bond Fund Segregation Policy – Evidence from Taiwan
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Lee, Wo-chiang; Lee, Joe-Ming; wclee@mail.tku.edu.tw |
| 淡江大學 |
2012-05 |
Re-examine the Dynamic Conditional Correlation between the Bond and Stock Returns-Quantile Regression Approach
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Lee,Wo-chiang; Wu,Bing-tse |
| 淡江大學 |
2012-04-22 |
An Empirical Investigation into the Effects of Bond
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Lee, Wo-chiang; Lee, Joe-ming |
| 淡江大學 |
2012-03 |
Fitting the Generalized Pareto Distribution to Commercial Fire Loss Severity: Evidence from Taiwan
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Lee, Wo-chiang |
| 淡江大學 |
2012 |
Threshold effects in the relationships between USD and gold futures by panel smooth transition approach
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Lee, Wo-Chiang; Lin, Hui-Na |
| 淡江大學 |
2012 |
An Empirical Investigation into the Effects of a Bond Fund Segregation Policy â Evidence from Taiwan
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Lee,Wo-chiang ; Lee, Joe-ming |
| 淡江大學 |
2011-08 |
Redefinition of the KMV model's optimal default point based on genetic algorithms – Evidence from Taiwan
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Lee, Wo-Chiang |
| 淡江大學 |
2011-07 |
The Sovereign Risk of Official Intervention: the Volatility Relationship between EUD and RMB
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李沃牆; Lee, Wo-chiang; 方鏘傑; Fang, Chiang-jye |
| 淡江大學 |
2011-03 |
Portfolio value at risk with Copula-ARMAX-GJR-GARCH model: Evidence from the gold and silver futures
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Lee, Wo-Chiang; Lin, Hui-Na |
| 淡江大學 |
2010-12 |
Modeling and Estimating the Tail Parameters of Automobile Physical Damage Loss Severity Distribution
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Lee, Wo-chiang; Nieh, Chien-chung |
| 淡江大學 |
2010-10 |
The Dynamic Relationship between Gold and Silver Futures Markets Based on Copula-AR-GJR-GARCH Model
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李沃牆; Lee, Wo-chiang; Lin, Hui-na |
| 淡江大學 |
2010-09 |
應用Copula函數於組合型認購權證的評價
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李沃牆; Lee, Wo-chiang; 黃佳慧; Huang, Chia-hui |
| 淡江大學 |
2010-05 |
The measurement of capital for operational risk in Taiwanese commercial banks
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Lee, Wo-Chiang; Fang, Chiang-Jye |
| 淡江大學 |
2009-11 |
Improving Financial Distress Prediction Via Genetic Programming Decision Tree-Evidence from Taiwan
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Lee, Wo-chiang |
| 淡江大學 |
2009-02 |
Risk Management of Automobile Insurance Market in Taiwan
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李沃牆; Lee, Wo-chiang |
| 淡江大學 |
2006-12 |
Forecasting High-Frequency Financial Data Volatility Via Nonparametric Algorithms: Evidence From Taiwan'S Financial Markets
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Lee, Wo-chiang |
| 國立政治大學 |
1999-12 |
Hedging Derivative Securities with Genetic Programming
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陳樹衡;W.-C. Lee;C.-H. Yeh; Chen,Shu-Heng;Lee,Wo-Chiang ;Yeh,Chia-Hsuan |
| 國立政治大學 |
1999 |
Pricing call warrants with artificial neural networks: the case of the Taiwan derivative market
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Chen, Shu-heng;Lee, Wo-Chiang; 陳樹衡 |
Showing items 1-23 of 23 (1 Page(s) Totally)
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