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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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