Zobrazeno 1 - 10
of 390
pro vyhledávání: '"易 波"'
Publikováno v:
Issues of Forestry Economics. Jan2021, Vol. 41 Issue 1, p42-50. 9p.
Akademický článek
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Akademický článek
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Autor:
MOU,SHIN-HUNG, 牟仕弘
107
The study landmark chooses the stocks of Taiwan 50 in the third quarter of 2015. The stocks had already been released or merged would be removed. In order to add our portfolio landmarks to 50 study objects, the latest stocks in Taiwan 50 of
The study landmark chooses the stocks of Taiwan 50 in the third quarter of 2015. The stocks had already been released or merged would be removed. In order to add our portfolio landmarks to 50 study objects, the latest stocks in Taiwan 50 of
Externí odkaz:
http://ndltd.ncl.edu.tw/handle/3x265c
Autor:
Xiang-Yan Li, 李翔彥
106
This study takes a further look at the effect of changes in Taiwan stock trading mechanism, and examines the lead-lag relationship between investor’s behavioral biases and the outcomes of trading decisions (i.e., price, trading volume, and
This study takes a further look at the effect of changes in Taiwan stock trading mechanism, and examines the lead-lag relationship between investor’s behavioral biases and the outcomes of trading decisions (i.e., price, trading volume, and
Externí odkaz:
http://ndltd.ncl.edu.tw/handle/5n59a2
Autor:
Chen, Chin-Ho, 陳清和
102
This dissertation consists of two separate essays on the volatility risk premium (VRP). The first essay is to examine the impact of option demand pressure on the volatility risk premium. The order imbalance in options is used to proxy for op
This dissertation consists of two separate essays on the volatility risk premium (VRP). The first essay is to examine the impact of option demand pressure on the volatility risk premium. The order imbalance in options is used to proxy for op
Externí odkaz:
http://ndltd.ncl.edu.tw/handle/3fn244
Autor:
Yen-Ping Hsu, 許硯評
96
Contrary to that traditional noisy volatility estimates constructed from GARCH or stochastic volatility model using daily data, the recent proposed realized volatility calculated via high frequency intraday data has been proven to provide bet
Contrary to that traditional noisy volatility estimates constructed from GARCH or stochastic volatility model using daily data, the recent proposed realized volatility calculated via high frequency intraday data has been proven to provide bet
Externí odkaz:
http://ndltd.ncl.edu.tw/handle/36693844830006784734
Publikováno v:
Command Control & Simulation / Zhihui Kongzhi yu Fangzhen. Dec2022, Vol. 44 Issue 6, p115-118. 4p.
Autor:
Sharon Ya-Yin, 劉雅音
91
Thesis Title: Skeptical Magic Realism in Jorge Luis Borges’s Ficciones Graduate School of English Language, Literature and Linguistics Providence University 91th School Year An Abstract of a Thesis for the Degree of Master of Arts Advisee:
Thesis Title: Skeptical Magic Realism in Jorge Luis Borges’s Ficciones Graduate School of English Language, Literature and Linguistics Providence University 91th School Year An Abstract of a Thesis for the Degree of Master of Arts Advisee:
Externí odkaz:
http://ndltd.ncl.edu.tw/handle/p99s32