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"li ming yuan"
Showing items 11-19 of 19 (2 Page(s) Totally)
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| 臺大學術典藏 |
2004 |
Estimating Value at Risk via Markov Switching ARCH Models-An Empirical Study on Stock Index Returns
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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
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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
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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
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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
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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
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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
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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
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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
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Lin, Hsiou-Wei W.; Rao, Hsiu-Hua; Li, Ming-Yuan; Lin, Hsiou-wei W.; Rao, Hsiu-hua; Li, Ming-Yuan |
Showing items 11-19 of 19 (2 Page(s) Totally)
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