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Institution Date Title Author
國立高雄第一科技大學 2004.08 The Tail Fatness and Value-at-Risk Analysis of TAIFEX and SGX-DT Taiwan Stock Index Futures Huang, Yu Chuan;Lin, Chu-Hsiung;Chien, Chang-Cheng Chang;Lin, Bor-Jing; 林楚雄
國立高雄第一科技大學 2004.03 Value-at-Risk Analysis for Taiwan Stock Index Futures: Fat Tails and Conditional Asymmetries in Return Innovations Huang, Yu Chuan;Lin, Bor-Jing; 黃玉娟

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