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Showing results 9 to 28 of 41
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Issue Date
Title
Author(s)
Source
scopus
WOS
Fulltext/Archive link
1994
The Information Content in Forward Interest Rates:Further Evidence on Heteroskedasticity, Long Forecast Horizon, and Simultaneous Multiple Forward Rates
Lee, Shyan-Yuan
The Chinese Finance Association Annual Conference
1998
Model selection for causal models: The global procedure with AIC C and AIC U
SHYAN-YUAN LEE
; Tsai, Chih Ling
Global Finance Journal
1
0
2017
Pricing corporate bonds and constructing credit curves in a developing country: The case of the Taiwan bond fund crisis
SHYAN-YUAN LEE
; Chiou, Wan Jiun Paul; Chung, Yi Fang
International Review of Economics and Finance
1
1
2006
Shift Function and Bond Price Formulas for the Extended Vasicek Model Which Fits Both Yield Curve and Volatility Curve
李賢源
Advances in Quantitative Analysis of Finance and Accounting
2021
Surplus Management under a Stochastic Process: Asset Allocation within a State-Security Approach
邱嘉洲; 李賢源
輔仁管理評論
2007
The Information Content in Forward Interest Rates:Further Evidence on Heteroskedasticity, Long Forecast Horizon, and Simultaneous Multiple Forward Rates
李賢源
The Chinese Finance Association Annual Conference
1997
VASICEK 利率期限結構模型之估計
李賢源
2007
不同利率模型,不同標的利率之利率選擇權評價差異分析
李賢源
證券市場發展季刊
2003
不同標的利率、殖利率曲線、波動結構對標準與亞式利率上限契約價值的影響
李賢源
1999
中央政府公債利率期間結構之研究:VASICEK模型與三次指數式逐步嵌入模型之比較
李賢源
1996
亞太地區各國票券持有報酬率及風險貼水之研究
李賢源
2002
亞式利率選擇權之評價與避險:連續型 vs 間斷型
李賢源
2001
保護進場時機與出場時機之認購權證:設計、評價與避險
李賢源
2008
公司倒帳時債務展延之決策分析
李賢源
2006
利率交換之利差期間結構模型—吻合殖利率曲線與分析解
李賢源
管理與系統
2006
利率交換之利差期間結構模型-吻合殖利率曲線與分析解
李賢源
; 朱香蕙; 許嘉玲
管理與系統
1995
利率與匯率之Granger 因果關係及VAR模型:決定落後期數之新法
李賢源
1995
台灣地區貨幣市場利率期間結構含有預測未來通貨膨脹走勢之資訊嗎?
李賢源
1996
台灣票券市場報酬率特性之研究
李賢源
; 林玫吟
中國財務學刊
0
0
1996
台灣票券市場風險貼水之實證分析
李賢源