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教育部委託研究計畫 計畫執行:國立臺灣大學圖書館
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"liu hung chun"的相關文件
顯示項目 11-20 / 20 (共1頁)
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| 淡江大學 |
2020-04 |
Improving the realized GARCH’s volatility forecast for Bitcoin with jump-robust estimators
|
Hung, Jui-Cheng;Liu, Hung-Chun;Yang, J. Jimmy |
| 淡江大學 |
2020-04 |
Improving the realized GARCH’s volatility forecast for Bitcoin with jump-robust estimators
|
Hung, Jui-Cheng;Liu, Hung-Chun;Yang, J. Jimmy |
| 淡江大學 |
2009-01 |
Forecasting China Stock Markets Volatility via GARCH Models Under Skewed-GED Distribution
|
李命志; Liu, Hung-chun; Lee, Yen-hsien |
| 淡江大學 |
2008-11 |
Value-at-risk in US stock indices with skewed generalized error distribution
|
Lee, Ming-chih; Su, Jung-bin; Liu, Hung-chun |
| 淡江大學 |
2008-05 |
Estimation of Value-at-Risk for Energy Commodities via Fat-Tailed GARCH Models
|
李命志; Hung, Jui-cheng; Lee, Ming-chih; Liu, Hung-chun |
| 淡江大學 |
2008-03 |
Daily Volatility Behavior of Spot and Futures Indices in Taiwan: Evidence from an ARJI-X Model
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Chiu, Chien-liang; Liu, Hung-chun; Su, Hsin-mei |
| 淡江大學 |
2008-03 |
Nonlinear Basis Dynamics for the Brent Crude Oil Markets and Behavioral Interpretation: A STAR-GARCH Approach
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Lee, Yen-hsien; Liu, Hung-chun; Chiu, Chien-liang |
| 淡江大學 |
2008 |
Volatility forecasting and risk management
|
劉洪鈞; Liu, Hung-chun |
| 淡江大學 |
2007-11-29 |
Estimation of value-at-risk for energy commodities via fat-tailed GARCH models
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Hung, Jui-cheng;Lee, Ming-chih;Liu, Hung-chun |
| 國立臺灣海洋大學 |
2003 |
利用骨藻 (Skeletonema costatum) 與聚球藻 (Synechococcus spp.) 之混合培養探討海洋中浮游植物體型分佈之調控機制
|
Liu Hung-Chun; 劉虹君 |
顯示項目 11-20 / 20 (共1頁)
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