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研究人才詳細資料


出版年月 著作類別 著作名稱 作者 收錄出處
2015-08 期刊論文 A Portfolio-Invariant Capital Allocation Scheme Penalizing Concentration Risk Lie-Jane Kao Economic Modelling
2015-07 期刊論文 Credit valuation adjustment of cap and floor with counterparty risk: a structural pricing model for vulnerable European options Lie-Jane Kao Review of Derivatives Research
2015-07 期刊論文 Efficient Mixture Design Fitting Quadratic Surface with Quantile Responses Using First Degree Polynomial LJ.Kao, T.Y.Chen, and K.C.Chang Communications in Statistics - Simulation and Computation
2014-11 專書論文 A VG-NGARCH Model for Impacts of Extreme Events on Stock Returns Lie-Jane Kao, Li-Shya Chen and Cheng-Few Lee Handbook of Financial Econometrics and Statistics
2014-08 期刊論文 Dividend changes and information about future profitability: an application of difference GMM Chen, T.Y., and L.J.Kao Applied Economics Letter
2013-12 研討會論文 Alternative methods to derive statistical distribution of Sharpe performance measure: Review, comparison, and extension Lie-Jane Kao, C.F. Lee
2013- 專書論文 An Assessment of Copula Functions Approach in Conjunction with Factor Model in Portfolio Credit Risk Management L.J.Kao, P.C.Wu, and C.F. Lee Handbook of Financial Econometrics and Statistics
2012-04 期刊論文 Alternative Method for Determining Industrial Bond Ratings: Theory and empirical evidence L.J.Kao, and C.F. Lee International Journal of Information Technology and Decision Making
2012- 期刊論文 GARCH-typed VG Model in Price-Duration Analysis Using High-frequency Price Data L.J. Kao, P.C. Wu, and Y.S. Yuen Advances in Financial Planning and Forecasting
2012- 期刊論文 Locally risk-neutral valuation of options in GARCH model based on variance-gamma process L.J.Kao International Journal of Theoretical and Applied Finance
2012- 期刊論文 The Dynamic Model for Cancer Relapse Based on Two-stage Model of Carcinogenesis L.J. Kao, L.S. Chen Communications in Statistics – Theory and Methods
2012- 期刊論文 Why do banks default when asset quality is high L.J.Kao, P.C. Wu, T.Y. Chen International Journal of Business and Finance Research
2012- 專書論文 Alternative Models for Evaluating Convertible Bond: Review and Integration L.J.Kao, C.F. Lee, and P.C. Wu Encyclopedia of Finance, 2nd Edition
2012- 研討會論文 An Assessment of Copula Functions in Conjunction with Factor Model Approach in Portfolio Credit Risk Management L.J. Kao, P. C. Wu, and C.F. Lee
2012- 研討會論文 Mixture Design of Quantile Regression Model for Portfolio-Invariant Capital Rule L.J. Kao
2012- 研討會論文 Recurrent Survival Analysis of Sequential Conversions of Convertible Bond L.J. Kao, L.S.Chen, and C.F. Lee
2011- 期刊論文 The Long-Term Wealth Effect of Share Repurchases: Evidence from Taiwan T.Y. Chen, L.J. Kao, H.Y. Lin International Journal of Business and Finance Research
2011- 期刊論文 Time-changed GARCH versus GARCH-Jump Mixture Model for Extreme Events: an Empirical Study L.J.Kao, P.C. Wu, C.F. Lee International Review of Economics & Finance
2011- 研討會論文 Alternative Method for Determining Industrial Bond Ratings L.J. Kao and C.F. Lee
2011- 研討會論文 Risks and opportunities on corporations’ responses to climate changes L.J. Kao, M.C. Chang, and C.H. Huang
2011- 研討會論文 Survival Analysis for Banks Relying on Short-term Debts: Interaction of Interest Rate and Collateral Asset’s Fundamental L.J. Kao, P. C. Wu, T.Y.Chen, and C.F. Lee
2010-08 研討會論文 Emissions Abatement in a Production Economy: Cost-minimization versus Investment-consumption Optimization Lie-Jane Kao
2010- 研討會論文 The Pricing of CO2 Emission Allowance in a Complete Market without Arbitrage L.J. Kao, M.L. Tsai, and C.F. Lee
2009-10 研討會論文 結算前三日台指選擇權交易策略之研究 高立箴 , 邱垂財
2009-09 期刊論文 多標的資產結構型商品實例評價與解析 吳柏成, 高立箴 台灣金融財務季刊
2009- 期刊論文 臺灣引進的外籍專技人員數過多嗎? 藍科正、高立箴 運籌與管理學刊,
2006-01 期刊論文 An Application of a Two-level non-Gaussian State-Space Model in the Analysis of Longitudinal Papilloma Count Data 高立箴 Mathematical Biosciences
2005-10 研討會論文 The Joint Likelihood of Longitudinal Detectable Papilloma Counts Based on Two-stage Clonal Expansion Model 高立箴
2005-10 研討會論文 The temporal autocorrelation in FCS: a single-molecule detection nano-biotechnology 高立箴
2004-09 研討會論文 Mathematical modeling of the MAPK signaling pathway 高立箴
2004-06 研討會論文 Computational modeling of the signaling pathway coupling the receptor tyrosine kinases 高立箴
2002-08 期刊論文 A bound for efficiency in multiple response A.M.Dean, W.I. Notz and L.J.Kao. Journal of Statistical Planning and Inferences.
1995-01 期刊論文 Approximate information matrices for estimating a given set of contrasts. 1. L.J. Kao, P.K. Yates, S.M. Lewis, and A.M. Dean. Statistica Sinica.