Title

選取雙線性時間序列模式之最適階次：利用遺傳演算法 (6.1998)

On the Selection of Subset Bilinear Time Series Models: A Genetic Algorithm Approach..  

時間數列迴歸之參數估計及其應用 (6.1998)

時間數列迴歸適合度之研究 (6.1999)

On Goodness of Fit for Time Series Regression Models.  

DTGARCH時間數列模型之估計與適合度之研究 (1.2001)

探討分數整合ARMA-GARCH 模式之估計 (6.2001)

具條件變異數異質性之自我迴歸模式其最佳子集之選取 (1.2002)

 Best Subset Selection of ARX-GARCH Models

貝氏選取最佳模式 GARCH 或門檻GARCH模式 (6.2002)

A Bayesian Threshold Nonlinearity Test in Financial Time Series.

Lee, J. Y.

厚尾分配在財務時間序列的應用 (6.2003)

Applications of Fat-tailed Distributions in Financial Time Series

Shu, Y. J.

金融財務時間數列是否存在非對稱性？ (6.2003)

Does Financial Time Series Exhibit Asymmetrical Effects?

Lo, H. Jean

國際股票市場對本國與美國股市交互訊息組合之不對稱回應  (6.2004) 與財務金融所楊明晶教授共同指導  

Interactive Asymmetry: International Market Reaction to a Combination of Domestic and US Stock-Return News

Lin, Doris S. Y.

股票市場價量關係之研究 - 應用雙門檻模式分析 (7.2004)

Chen, Eve

非對稱條件變異數異質性模式之貝式選擇 (1.2005)

Bayesian Comparison of Asymmetric Heteroscedastic Models

Lin, Edward M. H.

門檻異質性變幅模式之波動預測 (5.2005)

Forecasting Volatility on a Threshold Heteroscedastic Range Model

Kau, Eden W. S.

探討平滑轉換變異數異質性模式 (5.2005)

On Asymmetric Smoothing Transition Heteroscedastic Models

Cheng, Nick Y. P.

結構改變對東南亞國協五國股票市場共整合之影響 (7.2006)

The Impact of Structural Breaks on the Integration of the ASEAN-5 Stock Markets

Liao, Li-Na

雙馬可夫轉換變異數異質性模式 (7.2006)

Lin, Ann M. H.

探討三區段門檻變異數異質性模式 (7.2007)

Evaluating Three-regime Threshold Generalized Autoregressive Conditionally Heteroskedastic Models

Chan, Nancy Y. C.

金融市場之風險值模型推論 (7.2007)

Conditional Autoregressive Value-at-Risk Models Estimates in Financial Markets

Tai, Amanda P. J.

條件變異數異質性模型之非線性檢定 (7.2007)

Testing Nonlinearity for Double Threshold Autoregressive Conditional Heteroskedastic Models

Lin, Celine S. Y.

指數平滑轉換模式之貝氏推論 (7.2008)

Bayesian Inference to Exponential Smooth Transition Heteroskedastic Models

Lee, Wayne C. W.

貝氏方法評估風險值的表現 (7.2008)

Bayesian Forecasting Value-at-Risk Thresholds

Wei, C. M.

國際間股市之分量的因果檢定 (7.2008)

Causality in Quantiles of the International Equity Markets

Hsieh, William Y. L.

改變點迴歸之推論 (7.2009)

Inference of Change Points in Regression

Lee, Kevin K. M.

迴歸及報酬預測模式下結構改變的問題 (7.2009)

The Structural Change Problems in Regression and Return Prediction Models

Wong, JC

貝氏不對稱之分量因果關係 (7.2009)

林昶字

Lin, Simon

Asymmetric Smooth Transition Quantile Capital Asset Pricing Model with Time-Varying Effect (7.2010)

黃博寬

Lee, Bruce BK

Value-at-Risk Forecasting using Nonlinear Regression Quantile durning the 2008-09 Financial Crisis (7.2010)

Wu, J. L.

Lin, L. Y.