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Showing items 1-8 of 8 (1 Page(s) Totally)
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| 國立政治大學 |
2017-09 |
Market Timing and Seasoned Equity Offerings
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謝淑貞; Shieh, Shwu-Jane; 劉佩芸; Liu, Pei-Yun |
| 國立政治大學 |
2012-02 |
Large changes in stock prices: Market, liquidity, and momentum effect
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謝淑貞; Shieh,Shwu-Jane;Lin,Chih-Yung;Ho,Po-Hsin |
| 國立政治大學 |
2009 |
Statistical analysis of the overnight and daytime return
|
謝淑貞; Wang,Fengzhong ; Shieh,Shwu-Jane; Shlomo Havlin; H. Eugene Stanley |
| 國立政治大學 |
2009 |
REGIME-SWITCHED VOLATILITY OF BRENT CRUDE OIL FUTURES WITH MARKOV-SWITCHING ARCH MODEL
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謝淑貞; CHIU,TIEN-YU;SHIEH,SHWU-JANE |
| 國立政治大學 |
2006-03 |
Long Memory and Sampling Frequencies: Evidence in Stock Index Futures Markets
|
謝淑貞; Shieh,Shwu-Jane |
| 國立政治大學 |
2006-03 |
Evolution of Momentum and Popularity
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謝淑貞; Shieh,Shwu-Jane |
| 國立政治大學 |
2006-02 |
Value-at-Risk Analysis for Long Term Interest Rate Futures: Fat-Tail and Long Memory in Return Innovations
|
Wu,Ping-Tsung;Shieh,Shwu-Jane; 謝淑貞 |
| 國立政治大學 |
2005-12 |
Long-memory in Stock Index Futures Markets: A Value-at-Risk Approach
|
Tang,Ta-Lun; Shieh,Shwu-Jane; 謝淑貞 |
Showing items 1-8 of 8 (1 Page(s) Totally)
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