公開日期 | 標題 | 作者 | 來源出版物 | scopus | WOS | 全文 |
2011 | Risk Transmitting Analysis of CDO Squared | P. C. Wu; Y. C. Lee; C. K. Kuo | International Conference on Business and Information, Bangkok, Thailand. | | | |
1995 | A risk-return measure of hedging effectiveness: A simplification | Keng-Wang Chen; CHENG-KUN KUO | Journal of Futures Markets | 9 | 6 | |
1994 | Technical Analysis of Nikkei 225 Stock Index Futures Using an Expert System Advisor, Commentary | Kuo, C. K. | The Review of Futures Markets | | | |
2012 | Testing for Chaos and Nonlinearity in Taiwan Futures Returns | Kuo, C. K. ; C. W. Lee; Y. G. Lu | International Journal of Intelligent Technologies and Applied Statistics | | | |
1987 | Underwriting Traders of Financial Futures | Cox, S.; C. K. Kuo | Advances in the Statistical Sciences | | | |
1991 | The Valuation of Future-Style Options | Kuo, Cheng-Kun | Chicago Board of Trade Second Annual Asia-Pacific Futures Research Symposium | | | |
1991 | The Valuation of Futures-Style Options | C. K. Kuo | Chicago Board of
Trade Second Annual Asia-Pacific Futures Research Symposium, Singapore | | | |
1993 | The Valuation of Futures-Style Options | Kuo, C. K. | The Review of Futures Markets | | | |
2004 | Value at Risk: Computation for Fixed-Income Portfolios | C. K. Kuo ; C. W. Lee | 2004年台灣財務學術研討會 | | | |
2002 | VaR Stress Testing for Two-Stage Transmission Stress Events | 李志偉(Chih-Wei Lee); 陳宏(Hung Chen); 郭震坤(Cheng-Kun Kuo) | Taiwan Academy of Management Journal | 0 | 0 | |
2000 | VAR 風險管理系統的壓力測試 | 郭震坤 | | | | |
2001 | VaR 風險管理系統的延伸-夏普法則的應用 | 郭震坤 | | | | |
2000 | VaR風險管理系統的壓力測試 | 郭震坤 | | | | |
2010 | Volatility and Sluggishness across SGX MSCI Taiwan Index Futures and Cash Markets | Lu, Y. G.; C. K. Kuo | International Journal of Intelligent Technologies and Applied Statistics | | | |
1998 | 亞太地區金融市場之比較、互動與整合─CME, SIMEX 與TIMEX 在台股指數期貨市場之互動 | 郭震坤 | | | | |
2012 | 使資金成本達到最低的VaR預估策略 | 郭震坤 | | | | |
2008 | 信用衍生性商品之定價—一個改進的Copula模式 | 郭震坤 | | | | |
2007 | 信用衍生性商品之定價-一個改進的Copula模式 | 郭震坤 | | | | |
2006 | 倒帳相關性估計-一個簡化模式 | 郭震坤 | | | | |
1995 | 利率期間結構模式之建立~樣條函數之應用 | 郭震坤 | | | | |