|
English
|
正體中文
|
简体中文
|
总笔数 :0
|
|
造访人次 :
52897684
在线人数 :
316
教育部委托研究计画 计画执行:国立台湾大学图书馆
|
|
|
"li ming yuan"的相关文件
显示项目 11-19 / 19 (共1页)
1
每页显示[10|25|50]项目
| 臺大學術典藏 |
2004 |
Estimating Value at Risk via Markov Switching ARCH Models-An Empirical Study on Stock Index Returns
|
Li, Ming-Yuan; Lin, Hsiou-Wei W.; Li, Ming-Yuan; Lin, Hsiou-wei W. |
| 臺大學術典藏 |
2004 |
Examining the Multiple Volatilities and Co-movements as Well as Beta Coefficients of International Stock Market
|
Li, Ming-Yuan; Lin, Hsiou-Wei W.; Li, Ming-Yuan; Lin, Hsiou-wei W. |
| 國立臺灣大學 |
2003-08 |
The Co-movements across Stock Markets - Exploring the Impacts of American and Japanese Index Returns on the Four Asian Tigers
|
Li, Ming-Yuan; Lin, Hsiou-wei; Kuo, Hsien-Chang; Yang, Sheng-Yung |
| 國立臺灣大學 |
2003 |
Examining the Volatility of Taiwan Stock Index, Dow Jones, and Nikkei Market Returns via a Three-Volatility-Regime Markov-Switching ARCH Model
|
Li, Ming-Yuan; Lin, Hsiou-wei W. |
| 臺大學術典藏 |
2003 |
Examining the Volatility of Taiwan Stock Index, Dow Jones, and Nikkei Market Returns via a Three-Volatility-Regime Markov-Switching ARCH Model
|
Li, Ming-Yuan; Lin, Hsiou-Wei W.; Li, Ming-Yuan; Lin, Hsiou-wei W. |
| 國立臺灣大學 |
2000-08 |
Exploring Return Volatility for Major Asian Market Indices via Multiple-Volatility-State Markov-switching Models
|
Li, Ming-Yuan; Lin, Hsiou-wei W. |
| 臺大學術典藏 |
2000-08 |
Exploring Return Volatility for Major Asian Market Indices via Multiple-Volatility-State Markov-switching Models
|
Li, Ming-Yuan; Lin, Hsiou-Wei W.; Li, Ming-Yuan; Lin, Hsiou-wei W. |
| 國立臺灣大學 |
1999-12 |
Mitigating Tail-fatness, Lepto Kurtic and Skewness Problems in VaR Estimation via Markov Switching Settings
|
Lin, Hsiou-wei W.; Rao, Hsiu-hua; Li, Ming-Yuan |
| 臺大學術典藏 |
1999-12 |
Mitigating Tail-fatness, Lepto Kurtic and Skewness Problems in VaR Estimation via Markov Switching Settings
|
Lin, Hsiou-Wei W.; Rao, Hsiu-Hua; Li, Ming-Yuan; Lin, Hsiou-wei W.; Rao, Hsiu-hua; Li, Ming-Yuan |
显示项目 11-19 / 19 (共1页)
1
每页显示[10|25|50]项目
|
