يعرض 1 - 20 نتائج من 36 نتيجة بحث عن '"P/C Ratio"', وقت الاستعلام: 0.55s تنقيح النتائج
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    Academic Journal
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    Academic Journal

    المؤلفون: Ming Chen, Lale Asik, Angela Peace

    المصدر: Advances in Difference Equations, Vol 2019, Iss 1, Pp 1-16 (2019)

    وصف الملف: electronic resource

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    المصدر: International Journal of Clinical Biochemistry and Research 5(2):296-300. 2018

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    المصدر: Eggink , K M , Donoso , I G & Dalsgaard , J 2023 , ' Optimal dietary protein to carbohydrate ratio for black soldier fly ( Hermetia illucens ) larvae ' , Journal of Insects as Food and Feed , vol. 9 , no. 6 , pp. 789-798 . https://doi.org/10.3920/JIFF2022.0102

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    Dissertation/ Thesis
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    Dissertation/ Thesis

    المؤلفون: 吳建民, Wu,Jian-Min

    المساهمون: 陳松男, Chen, Son-Nan

    Time: 97

    وصف الملف: 43894 bytes; 102381 bytes; 121856 bytes; 58937 bytes; 114791 bytes; 61541 bytes; 544369 bytes; 278615 bytes; 346053 bytes; 1318939 bytes; 340805 bytes; 175908 bytes; 112834 bytes; application/pdf

    Relation: 王毓敏(2004)「指數期貨交易與股票市場波動性-短期與長期分析」,台; 灣金融財務季刊,第五輯第四期 19-34; 王真翔(2003)「揩數選擇權與指數期貨選擇權資訊內涵之比較與探討」,; 政治大學財務管理研究所碩士論文; 田雨田、巫春洲、劉炳麟(2004)「動態波動模型預測能力之比較與實證; 」,財務金融學刊,Vol.12, No.1 April, 1-25; 吳桂貞(1998)「波動度預測模型之探討」,政治大學金融研究所碩士論; 文; 李季芳(2004)「台指選擇權的價格行為與Edgeworth GARCH選擇權演算法; 的應用」,銘傳大學財務金融研究所碩士論文; 林正寶、周世德(2004)「台股指數及其波動性與台指選擇權權利金之短期; 動態關係,台大管理論叢」,第十五卷第一期,Dec, 167-184; 林景智(2003) 「不同價格及波動性估計模型下台指買權價格之比較分; 析」,輔仁大學金融研究所碩士論文; 林楚雄、劉維琪、吳欽彬(1999) 「GJR與Volatility-Switching GARCH模; 型的比較:台灣股票市場條件波動不對稱性的研究」,中國財務學會; 1999年會暨財務金融學術論文研討會論文集; 邱文昌(2004)「國內外選擇權市場發展概述」,證券暨期貨月刊,第二十; 二卷,第十期, 4-34; 紀姿伶 (2004)「以台股指數選擇權波動度指標建立現貨與選擇權市場買; 賣訊號」,銘傳大學財務金融學系碩士論文; 胡僑芸 (2003)「台指選擇權VIX指數之編制與交易策略分析」,中山大學; 財務管理研究所碩士論文; 楊奕農(2005),《時間序列分析-經濟與財務上之應用》,雙葉出版社; 鍾惠民、吳壽山、周賓凰、范懷文(2004),《財金計量》,雙葉出版社; 涂登才、杜玉振、卓必靖(2004) 「台指選擇權VIX指數編制法及VIX指數; 基礎下避險策略之研究」,台灣期貨與衍生性商品學刊,第二期,93; 年12月,中華民國期貨商業同業公會,88-107; Bollerslev,T., R.Chou, and K.Kroner(1992), “ARCH Modeling in; Finance:A Review of the Theory and Empirical Evidence”; Journal of Econometrics 52, 5-59; Christensen, B. and Prabhala, N.(1998) The relation between; implied and relized volatility, Journal of Financial; Economics, 50, 125-150; Coleman, T.F., Yohan Kim, Yuying Li and Arun Vrma(2001); “Dynamic Hedging with Deterministic Local Volatility; function Model”, Journal of Risk, Vol.4, Number1, Fall; PP63-89; Duan J.C.(1995) “The GARCH Option Pricing Models,”; Mathematical Finance, Vol.5, No.1, PP13-32; Engle, R.F and C.W.J. Granger(1991), Long-run Economic; Relationships. New York: Oxford University Press.; Epps, T.W.,(1975), “Security Price Changes and Transaction; Volumns:Theory and Evidence”,American Economices Review; 65: 586-597; Fleming, J., B. Ostdiek and R.E. Whaley(1995), “Predicting; Stock Market Volatility: A New Measure.” The Journal of; Futures Markets, Vol.15, No.3, 1995, 265-302; Fleming, J.(1998), “The Quality of Market Volatility Forecasts; Implied by S&P100 Index Options Prices”, Journal of; Empirical Finance, 5, 317-345; Giot(2002), “The Information Content of Implied Volatility; Index for forecasting Volatility and Market Risk”, Working; Paper, CORE, University of Leuvain.; Harvey,C. and Whaley,R.(1992), “Market Volatility prediction; and the efficiency of the S&P100 Index Option Market,”; Journal of Financial Economics, Vol.31, 43-74; Huang,C.Y.(2002), “The information content of the FTSE100; index option implied volatility and its structural changes; with links to loss aversion”. Forecasting Volatility in the; Financial Markets , 2nd edtion, Ch.15, Butterworth-Heinemann; Press; Hull, J. and White, A.(1987), “The Pricing of Options on; Assets with Stochastic Volatilities,”, Journal fo Finance; Vol.42, No.2, PP281-300; Hyerczyk J. A. (2001), ”Volatility Matters:Better Position; Sizing”, Futures, May, 34-36; Jorion, P.(1995), “Predicting volatility in the foreign; exchange market”, Journal of Finance, 50, 507-528; Kahneman,D. and Tversky,A.(1979) Prospect Theory: an analysis; of decision under risk, Econometrica, 47, 263-291; Kahneman,D. and Tversky,A.(1991), Loss aversion in riskless; choice: a reference- dependent model, Quarterly Journal of; Economics, 107, 1039-1061; Kmenta, J.(1986), “Elements of Econometrics”, 2nd, ed., New; York: Macmillan Publishing Co.; Kyong, S.E. and B.H. Sang(2005), “Traders’ Strategic Behavior; in an Index Options; Market”, The Journal of Futures Markets, Vol.25, No.2, 105-133; Lamoureux,C.G, and W.D. Lasterapes(1993), “Forecasting; Stock-Return Variance: Toward an Understanding of Stochastic; Implied Volatility”, The Review of Financial Studies, 6:2; 293-326; Mayhew, S., Stivers, C.(2003), “Stock Return Dynamics, Option; Volume, and the Information Content of Implied Volatility”; Journal of Futures Markets, 23(7):615-646; Moore.D.S, G.P.McCabe, W.M.Duckworth, and S.L.Sclove(2003); “The Practice of Business Statistics:Using Data for; Decisions. Inteligent Systems”, Published by H.W.Freeman; and Company; Simon D., and R. Wiggins(2001), “S&P Futures and Contrary; Sentiment Indicators,” Journal of Futures Market, Vol.21; No.5, 447-462; Tavakkol, Amir(2000) “Positive feedback trading in the options; market”, Quarterly Journal of Business and Economics, 39; 69-80; T. J.George and F.A.Longstaff(1993), “ Bid-Ask Spread and; Trading Activity in S&P 100 Index Options Market”, Journal; of Financial Quantitative and Analysis, Vol.28, 381-397; Whaley,R., E.(2000), “The Inverstor Fear Gauge”, Journal of; Portfolio Management, 26, 12-17; G0919327171; http://nccur.lib.nccu.edu.tw//handle/140.119/35490

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