| 國立政治大學 |
2017-06 |
Causality Effect of Returns, Continuous Volatility and Jumps: Evidence from the U.S. and European Index Futures Markets
|
廖四郎; Liao, Szu-Lang; 林士貴; Lin, Shih-Kuei; 廖志偉; Liao, Chih-Wei |
| 國立政治大學 |
2017 |
Product market competition, R&D investment choice, and real earnings management
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廖四郎; Hsiao, Hsiao-Fen; Liao, Szu-Lang; Su, Chi-Wei; Sung, Hao-Chang |
| 國立政治大學 |
2017 |
Analyzing Target Redemption Forward Contracts under Levy Process
|
Yang, Jerry T.; 廖四郎; Liao, Szu-Lang; Chen, Jun-Home |
| 國立政治大學 |
2017 |
Influences of Quantitative Easing Policy on Volatility and Correlation among Asian Financial Markets
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廖四郎; Liao, Szu-Lang; Lin, Chien-Hsiu; Lai, Chia-Wei; Lin, Jung-Hsuan |
| 國立政治大學 |
2015-12 |
Option pricing on foreign exchange in a Markov-modulated, incomplete-market economy
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廖四郎; Lian, Yu-Min;Chen, Jun-Home;Liao, Szu-Lang |
| 國立政治大學 |
2015-07 |
State-dependent jump risks for American gold futures option pricing
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廖四郎; Lian, Yu-Min;Liao, Szu-Lang;Chen, Jun-Home |
| 國立政治大學 |
2015-01 |
Information Transmission of International Stock Market and Domestic Futures Market: Evidence from Taiwan Stock Market
|
廖四郎; Tsai, Tsung-Ying;Lian, Yu-Min;Liao, Szu-Lang |
| 國立政治大學 |
2015 |
The Information Transmission Effect and Asset Prices: Evidence from the China B-Share Discount
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Liao, Szu-Lang;Tsai, Tsung-Ying; 廖四郎;蔡宗穎 |
| 國立政治大學 |
2015 |
The volatility structure of oil futures market returns: an empirical investigation
|
廖四郎; Lian, Yu-Min;Liao, Szu-Lang |
| 國立政治大學 |
2014.09 |
Investment of Foreign Financial Institutions in China Banking Sector: A Survival Model Analysis
|
張惠龍;吳壽山;廖四郎; Chang,Hui-Lung; Wu,Sou-Shan; Liao,Szu-Lang |
| 國立政治大學 |
2014.06 |
Currency Hedging Strategy and Analysis of Taiwan Export-Oriented Firms
|
盧淑惠;張惠龍;廖四郎; Lu, Shu-Hui; Liao, Szu-Lang ; Chang, Hui-Lung |
| 國立政治大學 |
2014.04 |
Pricing gold options under Markov-modulated jump-diffusion processes
|
林士貴;連育民;廖四郎; Lin,Shih-Kuei;Lian,Yu-Min;Liao,Szu-Lang |
| 國立政治大學 |
2014-10 |
Risk Determinants of Gold Betas
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廖四郎; Lian, Yu-Min;Liao, Szu-Lang |
| 國立政治大學 |
2014-05 |
Illiquidity, Systemic Risk, and Macroprudential Regulation: The Case of Taiwan's Capital Market
|
Huang, Po-Hsiang;Lee, Shih-Cheng;Liao, Szu-Lang; 黃柏翔;廖四郎 |
| 國立政治大學 |
2014-03 |
Stylized Empirical Features of Asset Return andAmerican Option pricing under time-changed
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廖四郎;陳俊洪;連育民; Liao, Szu-Lang;Chen, Jun-Home;Lian, Yu-Min |
| 國立政治大學 |
2013.09 |
Option Pricing Using the Martingale Approach with Polynomial Interpolation
|
廖四郎; Wang, Ming-Chieh ; Huang, Li-Jhang ; Liao, Szu-Lang |
| 國立政治大學 |
2013.08 |
Spatial and Temporal Effects of High-Speed Rail on House Prices – A Case of Kaohsiung City
|
廖四郎; 陳靜宜; Liao, Szu-Lang ; Chen, Jing-Yi |
| 國立政治大學 |
2013.07 |
An Analysis of Strategic Equity Stakes Acquisition of Chinese Bank by Foreign Financial Institutions
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廖四郎; Liao,Szu-Lang ; Wang,Ming-Chieh ; Huang,Li-Jhang |
| 國立政治大學 |
2013.07 |
Determinants of firm adoption executive stock options in China
|
廖四郎; Wu, Ming-Cheng; Liao, Szu-Lang; Huang, Yi-Ting |
| 國立政治大學 |
2013-12 |
兩岸動態利率期限結構--馬可夫狀態轉換跳躍擴散模型之實證研究及其貨幣政策意涵
|
廖四郎;連育民;林斯郁; Liao, Szu-Lang |
| 國立政治大學 |
2013-09 |
The Valuation of Currency Options with Markov-Modulated Jump Risks
|
廖四郎; Liao, Szu-Lang;Lian, Yu-Min |
| 國立政治大學 |
2013-07 |
Determinants of the adoption of executive stock options in china
|
Wu, M.-C.;Liao, Szu-Lang;Huang, Yi Ting; 廖四郎;黃怡婷 |
| 國立高雄第一科技大學 |
2012.09 |
On the valuation of reverse mortgages with regular tenure payments
|
Lee, Yung-Tsung;Wang, Chou-Wen;Huang, Hong-Chih; 王昭文;廖四郎;Liao, Szu-Lang |
| 國立政治大學 |
2012.08 |
The Relation between Equity-based Compensation and Managerial Risk-taking: Evidence from China
|
廖四郎; Huang, Yi-Ting; Wu, Ming-Cheng; Liao, Szu-Lang |
| 國立政治大學 |
2012.06 |
Valuation of Convertible Bond Under Levy Process with Default Risk
|
廖四郎; Liao, Szu-Lang ; Tsai, Ming-Shann ; Chen, Jun-Home ; Li, Chia-Huang |
| 國立政治大學 |
2012.05 |
Option Pricing Using the Martingale Approach with Polynomial Interpolation
|
廖四郎; Liao,Szu-Lang ; Wang,Ming-Chieh ; Huang,Li-Jhang |
| 國立政治大學 |
2012.04 |
The Portfolio Strategy and Hedging: a Spectrum Perspective on Mean-Variance Theory
|
廖四郎; Hsua, Pao-Peng ;Liao,Szu-Lang |
| 國立政治大學 |
2012-05 |
The Analysis of Entry Time and Model in China Banking Sector for Following Financial Institutes-Real Option Approach
|
Chang, Hui-Lung ;Wu, Sou-Shan;Liao, Szu-Lang; 廖四郎 |
| 國立政治大學 |
2012 |
The development of a real-time valuation service of financial derivatives
|
Peng, H.-T.;Chang, C.-F.;Liao, Szu-Lang;Kao, M.-Y.;Lai, F.;Ho, J.-M.; 廖四郎 |
| 國立政治大學 |
2012 |
Executive Compensation and Hedging Behavior: Evidence from Taiwan
|
Wu, Ming-Cheng;Liao, Szu-Lang;Huang, Yi-Ting; 廖四郎 |
| 國立政治大學 |
2011.06 |
A Valuation of Quanto Constant Maturity Swap Products under the Three-Factor BGM Model
|
廖四郎 ; 楊繡碧 ; 蔡宏彬; Liao, Szu-Lang ; Yang, Hsiu-Pi ; Tsai,Hung-Pin |
| 國立政治大學 |
2011-12 |
Not-for-Profit Service that Leads Profit: Delegation and Competition between Not-for-Profit and For-Profit Organizations
|
廖四郎;宋豪漳; Liao, Szu-Lang ; Sung, Hao-Chang |
| 國立政治大學 |
2011-09 |
Dynamic Conditional Correlation Analysis in International Real Estate Security Markets
|
陳靜宜;廖四郎; Chen, Jing-Yi ; Liao, Szu-Lang |
| 國立政治大學 |
2011-06 |
三因子BGM模型下匯率連動固定期利率交換商品之評價
|
廖四郎;楊繡碧;蔡宏彬; Liao, Szu-Lang ; Yang, Hsiu-Pi ; Tsai, Hung-Pin |
| 國立政治大學 |
2010.11 |
Economic Determinates of Default Risks and Their Impacts on Credit Derivative Pricing
|
廖四郎; LIAO,SZU-LANG ;CHANG,JUI-JANE |
| 國立政治大學 |
2010.09 |
An Efficient Valuation and Hedging of Constant Maturity Swap Products under BGM Model
|
廖四郎; Liao, Szu-Lang ; Tsai, Hung-Pin ; Lin, Shih-Kuei |
| 國立政治大學 |
2010-06 |
Elucidating Asymmetric Volatility in Asset Returns and Optimizing Portfolio Choice Using Time-Changed Lévy Processes
|
陳正暉;廖四郎; Chen, Zheng-Hui ; Liao, Szu-Lang |
| 國立政治大學 |
2010-06 |
Elucidating Asymmetrical Volatility in Asset Returns and Optimizing Portfolio Choice Using Time-Changed Levy Processes
|
陳正暉; Chen, Zheng-Hui; 廖四郎; Liao, Szu-Lang |
| 國立政治大學 |
2010-04 |
Warrant Introduction Effects on Stock Return Processes
|
Chang, Jui-Jane ; Liao, Szu-Lang; 張瑞珍;廖四郎 |
| 國立政治大學 |
2010-01 |
Lévy與GARCH-Lévy過程之選擇權評價與實證分析：臺灣加權股價指數選擇權為例
|
吳仰哲;廖四郎;林士貴; Wu, Yang-Che ; Liao, Szu-Lang ; Lin, Shih-Kuei |
| 國立政治大學 |
2010-01 |
Credit Risks with Lévy Processes under a Stochastic Interest Rate: A Structural Form Model
|
林士貴;廖四郎;林德政; Lin, Shih-Kuei ; Liao, Szu-Lang ; Lin, Te-Cheng |
| 國立政治大學 |
2010-01 |
Lévy與GARCH-Lévy過程之選擇權評價與實證分析：台灣加權股價指數選擇權為例
|
林士貴; Lin, Shih-Kuei; 吳仰哲; Lin, S. K.; Wu, Yang-Che; 廖四郎; Liao, Szu-Lang |
| 國立政治大學 |
2009-10 |
Pricing and Hedging of Quanto Range Accrual Notes under Gaussian HJM with Cross-Currency Levy Processes
|
廖四郎;徐保鵬; Liao, Szu-Lang;Hsu, Pao-Peng |
| 國立政治大學 |
2009-10 |
Princing and Hedging of Quanto Range Accrual Notes under Guassian HJM with Cross-Currency Levy Processes
|
廖四郎;徐保鵬; Liao, Szu-Lang ; Hsu, Pao-Peng |
| 國立政治大學 |
2009-08 |
財稅差異與盈餘管理之關聯性研究
|
廖四郎;張敏蕾;林修平; Chang, Ming-Lei ; Liao, Szu-Lang ; Lin, Hsiu-Ping |
| 國立政治大學 |
2009-07 |
臺灣短期利率模型樣本外預測之實證研究
|
李政峰;連春紅;廖四郎;徐守德; Lee, Cheng-Feng ; Lien, Chun-Hung ; Liao, Szu-Lang ; Shyu, David |
| 國立政治大學 |
2009-06 |
短期利率條件分配之尾部差異性檢定與風險值
|
江明珠;李政峰;廖四郎;徐守德; Chiang, Ming-Chu;Lee, Cheng-Feng;Liao, Szu-Lang;Shyu, So-De |
| 國立政治大學 |
2009-02 |
The Valuation of Special Purpose Vehicles by Issuing Structured Credit Linked Notes
|
Chang, Chia-Chien ; Wang, Chou-Wen ; Liao,Szu-Lang; 張嘉倩;王昭文;廖四郎 |
| 國立政治大學 |
2009-02 |
Closed-form Valuations of Basket Options Using a Multivariate Normal Inverse Gaussian Model
|
Wu, Yang-Che ; Liao, Szu-Lang ; Shyu,So-De; 吳仰哲;廖四郎;徐守德 |
| 國立政治大學 |
2009-02 |
A Factor-Copula Based Valuation of Synthetic CDO-Squared under Stochastic Intensity
|
Liao, Szu-Lang ; Chen, Miao-Sheng ; Li,Fu-Ching; 廖四郎;陳淼勝;李福慶 |
