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研究計畫 |
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臧仕維 國科會 2011.07.1 ~2012.02.28
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非常態分配假設之GARCH模型在匯率風險值之應用－以Generalized Hyperbolic分配為例 |
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SCI、SSCI、A&HCI、EI、TSSCI期刊論文 |
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臧仕維(Tzang, Shyh-Weir) ,2010-09, (已刊登)
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中山管理評論/Sun Yat-Sen Management Review 18卷3期:677頁~719頁 |
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考慮破產成本與不同代理目標下的公司破產機率與相關成本分析 |
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非SCI、SSCI、A&HCI、EI、TSSCI...等具審查機制論文 |
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臧仕維(Tzang, Shyh-Weir)* ,2011-04, (已刊登)
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International review of economics and finance 20卷2期:312頁~324頁 |
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Do liquidity and sampling methods matter in constructing volatility indices? Empirical evidence from Taiwan |
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臧仕維(Tzang, Shyh-Weir)、洪志興(Chih-Hsing Hung)、徐守德(David So-De Shyu) ,2009-04, (已刊登)
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International Research Journal of Finance and Economics 26卷期:21頁~33頁 |
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The Efficacy of Model-Based Volatility Forecasting: Empirical Evidence in Taiwan |
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洪志興(Chih-Hsing Hung)、臧仕維(Tzang, Shyh-Weir)、徐守德(David So-De Shyu) ,2009-05, (已刊登)
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International Research Journal of Finance and Economics 27卷期:192頁~202頁 |
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Forecasting efficiency of implied volatility and the intraday high-low price range in Taiwan stock market |
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臧仕維(Tzang, Shyh-Weir) ,2012-06, (已刊登)
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International review of economics and finance 24卷期:8頁~25頁 |
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Implementing Option Pricing Models When Asset Returns Follow an Autoregressive Moving Average Process |
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研討會論文 |
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臧仕維(Tzang, Shyh-Weir)、王昭文(Chou-Wen Wang) 2008.12.6 ~2008.12.6
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Systematic Risk in GARCH Option Pricing: A Theoretical and Empirical Perspective |
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Third International Conference on Asia-Pacific Financial Markets (CAFM) |
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臧仕維(Tzang, Shyh-Weir)、臧仕維(Tzang, Shyh-Weir) 2009.01.9 ~2009.01.10
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Price Information of Options and the Construction of Volatility Index: An Empirical Evidence of Taiwan |
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MDIS2009 International Conference on Market Development and Investment Strategies |
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臧仕維(Tzang, Shyh-Weir)、臧仕維(Tzang, Shyh-Weir) 2011.05.27~2011.05.28
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Enhanced Index Fund Performance Analysis by Multi-factor Alpha Model: Evidence from Taiwan |
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2011台灣財務金融學會年會暨財務金融學術論文研討會 |
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臧仕維(Tzang, Shyh-Weir)、臧仕維(Tzang, Shyh-Weir) 2011.07.4 ~2011.07.6
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Modeling the Mortgage of Prepayment Penalties |
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International Symposium on Finance and Accounting |
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