[金融學系] 期刊論文 2024-09
What drives jumps in the secured Overnight Financing Rate? Evidence from the arbitrage-free Nelson–Siegel model with jump diffusion 方東杰 ; Fang, Dong-Jie ; Yeh, Zong-Wei ; He, Jie-Cao ; Lin, Shih-Kuei
[金融學系] 期刊論文 2024-01
Intelligent portfolio construction via news sentiment analysis 匡顯吉 ; 林士貴 ; Kuang, Xian-Ji ; Hung, Ming-Chin ; Hsia, Ping-Hung ; Lin, Shih-Kuei
[金融學系] 期刊論文 2023-11
Valuation of callable range accrual linked to CMS Spread under generalized swap market model 林士貴 ; 何杰操 ; Lin, Shih-Kuei ; He, Jie-Cao ; Hsieh, Chang-Chieh ; Huang, Zi-Wei
[金融學系] 期刊論文 2023-05
Upside and downside correlated jump risk premia of currency options and expected returns 何杰操 ; 張興華 ; 林士貴 ; He, Jie-Cao ; Chang, Hsing-Hua ; Chen, Ting-Fu ; Lin, Shih-Kuei
[金融學系] 期刊論文 2023-02
Does variance risk premium predict expected returns? 張興華 ; 匡顯吉 ; 林士貴 ; Chang, Alan ; Kuang, Xian-Ji ; Lin, Shih-Kuei ; Hsu, Yueh-Hua
[金融學系] 期刊論文 2022-09
Theoretical and empirical analysis of options in open market share repurchases of Taiwan companies 林士貴 ; Lin, Shih-Kuei ; Tsai, Pei-Ling ; Hsu, Yuan-Lin ; Chih, Hsiang-Hsuan
[金融學系] 期刊論文 2021-04
Valuation and Risk Management of Weather Derivatives: The Application of CME Rainfall Index Binary Contracts 林士貴 ; Lin, Shih-Kuei ; 莊明哲 ; 方東杰 ; Fang, Dong-Jie
[金融學系] 期刊論文 2021-04
Valuation of callable accreting interest rate swaps: Least squares Monte-Carlo method under Hull-White interest rate model 林士貴 ; Lin, Shih-Kuei
[金融學系] 期刊論文 2020-12
分析師樣本公司之因子模型: 台灣市場實證分析 林士貴 ; Lin, Shih-kuei ; 阮彥勳 ; 林朝陽 ; Juan, Yen-hsun ; Lin, Chao-yang
[金融學系] 期刊論文 2020-04
Option pricing under stock market cycles with jump risks: evidence from the S 林士貴 ; Lin, Shih-Kuei ; Wang, Shin-Yun Wang ; Chuang, Ming-Che ; Shyu , So-De
[金融學系] 期刊論文 2020-04
Valuation and Empirical Analysis of Currency Options 林士貴 ; Lin, Shih-Kuei ; Chuang, Ming-Che ; Wen, Chin-Hsiang
[金融學系] 期刊論文 2020-04
Risk Management of Deposit Insurance Corporations with Risk-Based Premiums and Credit Default Swaps 林士貴 ; Lin, Shih-Kuei ; Wu, Yang-Che ; Chen, Ting-Fu
[金融學系] 期刊論文 2020-02
Excess volatility and market efficiency in government bond markets: the ASEAN-5 context 林士貴 ; Lin, Shih-Kuei ; Liao , Szu-Lang ; Wong, Shao-Jye ; Tang, Kin-Boon
[金融學系] 期刊論文 2019-12
跳躍風險相關之匯率選擇權: 傅立葉轉換評價法 林士貴 ; Lin, Shih-kuei ; 莊明哲 ; 温晉祥 ; Chuang, Ming-che ; Wen, Chin-hsiang
[金融學系] 期刊論文 2019-06
考慮違約風險與隨機利率模型下的匯率連結外幣資產選擇權定價 林士貴 ; Lin, Shih-Kuei ; 吳宥璇 ; 張瑞珍
[金融學系] 期刊論文 2018-12
Pricing the Deflation Protection Option in TIPS using a HJM Model with Inflation- and Interest-Rate Jumps Chuang, Ming-Che ; 林士貴 ; Lin, Shih-Kuei ; 江彌修 ; Chiang, Mi-Hsiu
[金融學系] 期刊論文 2018
Pricing the Deflation Protection Option in TIPS Using an HJM Model with Inflation- and Interest-Rate Jumps 林士貴 ; Lin, Shih-Kuei ; Chuang, Ming-Che ; Chiang, Mi-Hsiu
[金融學系] 期刊論文 2018
Pricing mortgage insurance contracts under housing price cycles with jump risk: evidence from the U.K. housing market 林士貴 ; Chuang, Ming-Che ; Yang, Wan-Ru ; Chen, Ming-Chi ; Lin, Shih-Kuei
[金融學系] 期刊論文 2017-11
Fair valuation of mortgage insurance under stochastic default and interest rates 林士貴 ; Wu, Yang-Che ; Huang, Yi-Ting ; Lin, Shih-Kuei ; Chuang, Ming-Che
[金融學系] 期刊論文 2017-11
Pricing Range Accrual Interest Rate Swap employing LIBOR market models with jump risks 林士貴 ; Lin, Shih-Kuei ; Wang, Shin-Yun ; Chen, Carl R. ; Xu, Lian-Wen
[金融學系] 期刊論文 2017-06
Causality Effect of Returns, Continuous Volatility and Jumps: Evidence from the U.S. and European Index Futures Markets 廖四郎 ; Liao, Szu-Lang ; 林士貴 ; Lin, Shih-Kuei ; 廖志偉 ; Liao, Chih-Wei
[金融學系] 期刊論文 2017-06
Realized Jump Risks in the U.S. TB and TIPS Markets 林士貴 ; Lin, Shih-Kuei ; Chuang, Ming-Che ; Shyu, So-De ; Wu, An-Chi
[金融學系] 期刊論文 2016-12
Analysis of the Risk Management Strategies for Contingent Convertible Bonds 林士貴 ; Lin, Shih-Kuei ; 陳亭甫 ; Chen, Ting-Fu ; 林建璋 ; Lin, Chien-Tsang
[金融學系] 期刊論文 2016-12
Analysis of Risk Management Strategies for Contingent Convertible Bonds=或有可轉債之風險管理策略分析 林士貴 ; Lin, Shih-Kuei ; Chen, Ting-Fu ; Lin, Chien-Tsang
[金融學系] 期刊論文 2016-07
The Extension from Independence to Dependence between Jump Frequency and Jump Size in Markov-modulated Jump Diffusion Models 林士貴 ; 彭金隆 ; Lin, Shih-Kuei ; Peng, Jin-Lung ; Chao, Wei-Hsiung ; Wu, An-Chi
[金融學系] 期刊論文 2016-04
The Affine Styled-Facts Price Dynamics for the Natural Gas: Evidence from Daily Returns and Option Prices 林士貴 ; Hsu, Chih-Chen ; Chen, An-Sing ; Lin, Shih-Kuei ; Chen, Ting-Fu
[金融學系] 期刊論文 2016-04
Empirical analysis of stock indices under a regime-switching model with dependent jump size risks 林士貴 ; Hsu, Yuan-Lin ; Lin, Shih-Kuei ; Hung, Ming-Chin ; Huang, Tzu Hui
[金融學系] 期刊論文 2015
Pricing derivatives with modeling CO2 emission allowance using a regime-switching jump diffusion model: with regime-switching risk premium Li, Chang-Yi ; Chen, Son-Nan ; Lin, Shih-Kuei ; 林士貴
[金融學系] 期刊論文 2014-04
Pricing gold options under Markov-modulated jump-diffusion processes 林士貴 ; 連育民 ; 廖四郎 ; Lin,Shih-Kuei ; Lian,Yu-Min ; Liao,Szu-Lang
[金融學系] 期刊論文 2014-02
A Recursive Formula for a Participating Contract Embedding a Surrender Option under a Regime-switching Model with Jump Risk: Evidence From The S&P 500 Stock Index Lin, Shih-Kuei ; Lin, Chien-Hsiu ; Chuang, Ming-Che ; Chou, Chia-Yu ; 林士貴 ; 林建秀
[金融學系] 期刊論文 2014-01
Pricing and Hedging European Energy Derivatives: A Case Study of WTI Oil Options 林士貴 ; Hsu,Chih-Chen ; Lin,Shih-Kuei ; Chen,Ting-Fu
[金融學系] 期刊論文 2014-01
Foreign Exchange Option Pricing in the Currency Cycle with Jump Risks Lin, Chien-Hsiu ; Lin, Shih-Kuei ; Wu, An-Chi ; 林建秀 ; 林士貴
[金融學系] 期刊論文 2014-06
Pricing and Hedging European Energy Derivatives:A Case Study of WTI Crude Oil Options 林士貴 ; Hsu*, Chih-Chen; ; Lin, Shih-Kuei ; Chen, Ting-Fu
[金融學系] 期刊論文 2013-08
A Tale of Two Regimes: Theory and Empirical Evidence for a Markov-Modulated Jump Diffusion Model of Equity Returns and Derivative Pricing Implications Chang, Charles ; Fuh, Cheng-Der ; Lin, Shih-Kuei ; 林士貴
[金融學系] 期刊論文 2013-03
A Tale of Two Regimes: Theory and Empirical Evidence for a Markov-Modulated Jump Diffusion Model of Equity Returns and Derivative Pricing Implications 林士貴 ; Lin,Shih-Kuei ; Chang,Charles ; Fuh,Cheng-Der
[金融學系] 期刊論文 2012-12
跳躍幅度相關風險下狀態轉換模型之選擇權定價與實證分析 林士貴 ; 劉惠美 ; 陳亭甫 ; 林琮偉 ; Lin, Shih-Kuei ; Liu, Hui-Mei ; Chen, Ting-Fu ; Lin, Tsung-Wei
[金融學系] 期刊論文 2012-12
Empirical Analysis and Option Pricing under Regime Switching Model with Dependent Jump Size Risks 林士貴 ; 劉惠美 ; 陳亭甫 ; 林琮偉 ; Lin, Shih-Kuei ; Liu, Hui-Mei ; Chen, Tingfu ; Lin, Tsung-Wei
[金融學系] 期刊論文 2012-04
Valuation of Open Market Repurchases with Interval Prices: An Application of the Exchange Option 林士貴 ; Tsai, P. L. ; Lin, S. K. ; Chih, H. H.
[金融學系] 期刊論文 2012-04
區間價格下公開市場股票買回之評價：互換選擇權之應用 蔡佩玲 ; 林士貴. ; 池祥萱 ; Tsai, Pei-Ling ; Lin, Shih-Kuei ; Chih, Hsiang-Hsuan
[金融學系] 期刊論文 2011-06
Valuation of Catastrophe Equity Puts with Markov-Modulated Poisson Processes Chang, C. C. ; Lin, S. K. ; Yu, M. T. ; 林士貴
[金融學系] 期刊論文 2010-09
An Efficient Valuation and Hedging of Constant Maturity Swap Products under BGM Model 廖四郎 ; Liao, Szu-Lang ; Tsai, Hung-Pin ; Lin, Shih-Kuei
[金融學系] 期刊論文 2010-06
Estimation of Housing Price Jump Risks and Impact on the Valuation of Mortgage Insurance Contacts Chen, Ming-Chi ; Chang, Chia-Chien ; Lin, Shih-Kuei ; Shyu, D. ; 林士貴
[金融學系] 期刊論文 2010-01
The Pricing and Hedging of Structured notes with Systematic Jump Risk: An Analysis of the USD Knock-Out Reversed Swap Wang, S. Y. ; Lin, Shih-Kuei ; 林士貴
[金融學系] 期刊論文 2010-01
Lévy與GARCH-Lévy過程之選擇權評價與實證分析：臺灣加權股價指數選擇權為例 吳仰哲 ; 廖四郎 ; 林士貴 ; Wu, Yang-Che ; Liao, Szu-Lang ; Lin, Shih-Kuei
[金融學系] 期刊論文 2010-01
Credit Risks with Lévy Processes under a Stochastic Interest Rate: A Structural Form Model 林士貴 ; 廖四郎 ; 林德政 ; Lin, Shih-Kuei ; Liao, Szu-Lang ; Lin, Te-Cheng
[金融學系] 期刊論文 2010-01
Lévy與GARCH-Lévy過程之選擇權評價與實證分析：台灣加權股價指數選擇權為例 林士貴 ; Lin, Shih-Kuei ; 吳仰哲 ; Lin, S. K. ; Wu, Yang-Che ; 廖四郎 ; Liao, Szu-Lang
[金融學系] 期刊論文 2009-08
The Valuation of Contingent Capital with Catastrophe Risks Lin, Shih-Kuei ; Chang, C. C. ; Powers, M. R. ; 林士貴
[金融學系] 期刊論文 2009-06
Pricing Risky Securities in Hidden Markov-Modulated Poisson Processes Hung, Y. C. ; Lin, Shih-Kuei ; Wu, C. W. ; 林士貴
[金融學系] 期刊論文 2009-03
An Importance Sampling Method to Evaluate Value-at-Risk for Assets with Jump Risks Wang, R. H. ; Lin, Shih-Kuei ; Fuh, C. D. ; 林士貴
[金融學系] 期刊論文 2009-03
Application of Hidden Markov Switching Moving Average Model in Stock Markets: Theory and Empirical Evidence Lin, Shih-Kuei ; Wang, S. Y. ; Tsai, P. L. ; 林士貴
[金融學系] 期刊論文 2008
Pricing Catastrophe Insurance Products in Markov Jump Diffusion Models 林士貴 ; 徐守德 ; 張嘉倩 ; Lin, Shih-Kuei ; Shyu, David ; Chang, Chia-Chien
[金融學系] 期刊論文 2008
A recursive formula for a participating contract embedding a surrender option under regime-switching model with jump risks: Evidence from stock indices 林士貴 ; Lin, Shih-Kuei ; Lin, Chien-Hsiu ; Chuang, Ming-Che ; Chou, Chia-Yu
[金融學系] 期刊論文 2006-09
Risk Management for Linear and Non-Linear Assets: A Bootstrap Method with Importance Resampling to Evaluate Value-at-Risk Lin, Shih-Kuei ; Wang, R. H. ; Fuh, C. D. ; 林士貴
[金融學系] 期刊論文 2004-04
A Bootstrap Method with Importance Resampling to Evaluate Value-at-Risk 林士貴 ; 傅承德 ; 柯子介 ; Lin, Shih-Kuei ; Fuh, Cheng-Der ; Ko, Tze-Jieh
[金融學系] 期刊論文 2003
Empirical Performance and Asset Pricing in Hidden Markov Model Fuh, Cheng-Der ; Hu, Inchi ; Lin, Shih-Kuei ; 林士貴
[金融學系] 專書/專書篇章 2024-04
Optimizing Portfolios with ESG, Dividends, and Volatility Factors via Machine Learning 張興華 ; Chang, Hsing-Hua ; Lai, Chen-Hsin ; Lin, Kuen-Liang ; Lin, Shih-Kuei
[金融學系] 學位論文 2016
碳排放權衍生性商品訂價與實證分析：均數復歸、隨機波動度與跳躍風險 陳亭甫 ; Chen, Ting Fu
[金融學系] 國科會研究計畫 2016
槓桿與波動度回饋效果及傳染效應之實證分析、衍生性商品定價與風險管理(第2年) 林士貴
[金融學系] 國科會研究計畫 2014
考量流動性風險下巨災債券與颶風衍生性商品之評價、實證與風險管理 林士貴
[金融學系] 國科會研究計畫 2013
考量流動性風險下巨災債券與颶風衍生性商品之評價、實證與風險管理 林士貴
[金融學系] 國科會研究計畫 2012
巨災與氣候衍生性商品之定價、避險與實証分析(II) 林士貴
[金融學系] 國科會研究計畫 2011
巨災與氣候衍生性商品之定價、避險與實証分析(I) 林士貴
[金融學系] 國科會研究計畫 2010
金融危機或成長下景氣循環之資產定價---股價指數、公債殖利率指數與房價指數之實證 林士貴
[資訊管理學系] 期刊論文 2022-06
Machine learning and artificial neural networks to construct P2P lending credit-scoring model: A case using Lending Club data 蔡瑞煌 ; Tsaih, Rua-Huan ; Chang, An-Hsing ; Yang, Li-Kai ; Lin, Shih-Kuei
[資訊科學系] 國科會研究計畫 2015
在季節性、不對稱性及極端氣候下隨機波動度之氣候衍生性商品定價與避險：GARCH 與 SV 模型之應用 林士貴
[行政管理碩士學程(MEPA)] 學位論文 2024
決策疲勞對作業風險管理之影響-以國軍幹部為例 陳亭甫 ; Chen, Ting-Fu
[英國語文學系] 會議論文 2014-09
The influence of bring your own device on the psychological climate at workplace Chang, C.-C. ; Wu, C.-C. ; Chen, Sheng Chi ; 陳聖其
[統計學系] 期刊論文 2019-02
Stock Index Options Pricing under Jump Patterns Driven by Market States 劉惠美* ; Liu, Huimei ; Lin, Chao-Yang ; Lee, Jia-Ching ; Lin, Shih-Kuei
[統計學系] 學位論文 2003
Empirical Performance and Asset Pricing in Markov Jump Diffusion Models 林士貴 ; Lin, Shih-Kuei
[統計學系] 學位論文 1996
FUZZY ARCH模式的建構與預測：以台灣加權指數為例 林士貴
[法學院] 期刊論文 2021-12
以流動性覆蓋比率監控流動性之研究 臧正運 ; 林士貴 ; 李志宏 ; 林慶達 ; 蔡煥文 ; 許庭毓
[會計學系] 期刊論文 2012-09
The Valuation of Mortgage Insurance Contracts under Housing Price Cycles: Evidence from Housing Price Index 林士貴 ; 蔡怡純 ; 陳明吉 ; 莊明哲 ; Lin,Shih-Kuei ; Tsai,I-Chun ; Chen,Ming-Chi ; Chuang,Ming-Che
[會計學系] 期刊論文 2008-09
可解約分紅保單之遞迴評價公式 廖四郎 ; 張智凱 ; 林士貴 ; Lin,Shih-Kuei ; Chang, Chih-Kai ; Liao, Szu-Lang
[應用物理研究所 ] 期刊論文 2014-08
Geometric and electronic properties of edge-decorated graphene nanoribbons Chang, S.-L. ; Lin, S.-Y. ; Lin, S.-K. ; Lee, Chi Hsuan ; Lin, M.-F.
[心理學系] 期刊論文 2017-02
Suppression benefits boys in Taiwan: The relation between gender, emotional regulation strategy, and mental health 顏乃欣 ; Yeh, K. H. ; Bedford, O. ; Wu, C. W. ; Wang, S. Y. ; Yen, N. S. ; Yen, Nai-Shing
[心理學系] 期刊論文 2014-02
Lack of efficacy of dextromethorphan in managing alcohol withdrawal: A preliminary report of a randomized, double-blind, placebo-controlled trial Huang, M.-C. ; Chen, C.-H. ; Pan, Chun-Hung ; Lin, S.-K. ; 潘俊宏
[心理學系] 期刊論文 2013-02
Oxidative stress status in recently abstinent methamphetamine abusers Huang, M.-C. ; Lin, S.-K. ; Chen, Chen C.-H. ; Pan, Chun-Hung ; Lee, C.-H. ; Liu, H.-C. ; 潘俊宏
[心理學系] 期刊論文 2010-10
Appending chinese language names to medicine labels: The effect on nursing staff label recognition efficacy Liu, Nai Chih ; 劉乃誌 ; 許文耀 ; Chang, C.-S. ; Chen, S.-Y. ; Tsai, P.-L. ; Hsu, Wen-Yau
[心理學系] 期刊論文 2009
Predictors of sexual abstinence behaviour in Taiwanese adolescents: A longitudinal application of the transtheoretical model Wang, R.-H. ; Cheng, Chung Ping ; 鄭中平
[心理學系] 期刊論文 2007-12
Testing a model of contraception use behavior among sexually active female adolescents in Taiwan Wang, R.-H. ; Wang, H.-H. ; Cheng, Chung-Ping ; Hsu, H.-Y. ; Lin, S.-Y. 
