2020 |
廖四郎*, 2020.07, 'Cojump risks and their impacts on option pricing, '.(*为通讯作者), vol. 438567, Jul. 2020 |
2020 |
Kin-Boon Tang, 2020.02, 'Excess Volatility and Market Efficiency in Government Bond Markets: The ASEAN-5 Contex, ' Journal of Asset Management, Vol.21, No.February, pp.154-165., vol. 438566, Feb. 2020 |
2019 |
廖四郎*, 2019.12, '卷积神经网络预测时间序列能力分析, '.(*为通讯作者), vol. 438565, Dec. 2019 |
2018 |
Chung-Hsiang Tung*;Szu-Lang Liao;Mian-Mian Tsai, 2018.07, 'Applying Crisis Warning Conditions of Technical Analysis to Predict Stock Market Bubbles in China, Hong Kong and Taiwan, ' International Research Journal of Finance and Economics (EconLit), Vol.July, 2018, No.Issue 168, pp.68-75.(*为通讯作者), vol. 438564, Jul. 2018 |
2018 |
Jerry T. Yang;Szu-Lang Liao;Jung-Home Chen*, 2018.01, 'Analyzing Target Redemption Forward Contracts under Levy Process, ' International Research Journal of Finance and Economics (EconLit), Vol.165, No.2018, pp.6-10.(*为通讯作者), vol. 438563, Jan. 2018 |
2018 |
Szu-Lang Liao;Chien-Hsiu Lin*;Chia-Wei Lai;Jung-Hsuan Lin, 2018.01, 'Influences of Quantitative Easing Policy on Volatility and Correlation among Asian Financial Markets, ' International Research Journal of Finance and Economics (EconLit), Vol.165, No.2018, pp.1-5.(*为通讯作者), vol. 438562, Jan. 2018 |
2017 |
Hsiao-Fen Hsiao;Szu-Lang Liao*;Chi-Wei Su;Hao-Chang Sung, 2017.08, 'Product Market Competition, R&D Investment Choice, and Real Earnings Management, ' International Journal of Accounting & Information Management, Vol.25, No.3, pp.296-312.(*为通讯作者), vol. 438559, Aug. 2017 |
2017 |
廖四郎;林士贵;廖志伟*, 2017.06, 'Causality Effect of Returns, Continuous Volatility and Jumps: Evidence from the U.S. and European Index Futures Markets, ' International Research Journal of Finance and Economics, No.Issue 162, pp.7-23.(EconLit)(*为通讯作者), vol. 438561, Jun. 2017 |
2015 |
Yu-Min Lian*;Jun-Home Chen;Szu-Lang Liao, 2015.12, 'Option pricing on foreign exchange in a Markov-modulated, incomplete-market economy, ' Finance Research Letters, Vol.16, pp.208-219.(SSCI)(*为通讯作者), vol. 438558, Dec. 2015 |
2015 |
Yu-Min Lian*;Szu-Lang Liao;Jun-Home Chen, 2015.07, 'State-dependent Jump Risks for American Gold Futures Option Pricing, ' North American Journal of Economics and Finance, Vol.33, pp.115-133.(SSCI)(*为通讯作者), vol. 438551, Jul. 2015 |
2015 |
涂登才;廖志伟*;廖四郎, 2015.06, 'Volume Trading Based Volatility Forecasting in Taiwanese Equity Market, ' International Research Journal of Finance and Economics, No.Issue 135, pp.66-85.(EconLit)(*为通讯作者), vol. 438560, Jun. 2015 |
2015 |
Tsung-Ying Tsai;Yu-Min Lian*;Szu-Lang Liao, 2015.01, 'Information Transmission of International Stock Market and Domestic Futures Market: Evidence from Taiwan Stock Market, ' International Research Journal of Finance and Economics, No.129, pp.20-31.(EconLit)(*为通讯作者), vol. 438553, Jan. 2015 |
2015 |
Yu-Min Lian*;Szu-Lang Liao, 2015, 'The Volatility Structure of Oil Futures Market Returns: An Empirical Investigation, ' Investment Management and Financial Innovations, Vol.12, No.2, pp.16-25.(EconLit)(*为通讯作者), vol. 438552, 2015 |
2014 |
Yu-Min Lian*;Szu-Lang Liao, 2014.10, 'Risk Determinants of Gold Betas, ' The Empirical Economics Letters, Vol.13, pp.1099-1104.(EconLit)(*为通讯作者), vol. 438554, Oct. 2014 |
2014 |
廖四郎;蔡宗颖*, 2014.09, 'The Information Transmission Effect and Asset Prices: Evidence from the China B-Share Discount, ' Emerging Markets Finance and Trade,.(SSCI)(*为通讯作者)(本论着未刊登但已被接受), vol. 438549, Sep. 2014 |
2014 |
张惠龙*;吴寿山;廖四郎, 2014.09, 'Investment of Foreign Financial Institutions in China Banking Sector: A Survival Model Analysis, ' Journal of Financial Studies, Vol.22, No.3, pp.1-24.(TSSCI)(*为通讯作者), vol. 438547, Sep. 2014 |
2014 |
卢淑惠*;张惠龙;廖四郎, 2014.06, 'Currency Hedging Strategy and Analysis of Taiwan Export-Oriented Firms, ' International Research Journal of Finance and Economics, Vol.121.(EconLit)(*为通讯作者)(本论着未刊登但已被接受), vol. 438548, Jun. 2014 |
2014 |
林士贵;连育民*;廖四郎, 2014.04, 'Pricing gold options under Markov-modulated jump-diffusion processes, ' Applied Financial Economics, Vol.24, No.12, pp.825-836.(EconLit)(*为通讯作者), vol. 438550, Apr. 2014 |
2014 |
Szu-Lang Liao;Jun-Home Chen;Yu-Min Lian*, 2014.03, 'Stylized Empirical Features of Asset Return andAmerican Option pricing under time-changed, ' Soochow Journal of Economics and BusinessNo, No.84, pp.1-24.(其他)(*为通讯作者), vol. 438555, Mar. 2014 |
2013 |
廖四郎;连育民*;林斯郁, 2013.12, '两岸动态利率期限结构—马可夫状态转换跳跃扩散模型之实证研究及其货币政策意涵, ' 两岸金融季刊, Vol.1, No.2, pp.37 - 59.(其他)(*为通讯作者), vol. 438556, Dec. 2013 |
2013 |
Szu-Lang Liao;Yu-Min Lian*, 2013.09, 'The Valuation of Currency Options with Markov-Modulated Jump Risks, ' International Research Journal of Finance and Economics, No.114, pp.93-101.(EconLit)(*为通讯作者), vol. 438557, Sep. 2013 |
2013 |
Wu, Ming-Cheng;Liao Szu-Lang;Huang Yi-Ting*, 2013.09, 'Determinants of the Adoption of Executive Stock Options in China, ' Chinese Economy, Vol.46, No.3, pp.63-84.(EconLit)(*为通讯作者), vol. 438538, Sep. 2013 |
2013 |
Wu, Ming-Cheng*;Liao, Szu-Lang;Huang, Yi-Ting, 2013.08, 'The Relation between Equity-based Compensation and Managerial Risk-taking: Evidence from China, ' Emerging Markets Finance and Trade, Vol.49, No.2, pp.107-125.(SSCI)(*为通讯作者), vol. 438543, Aug. 2013 |
2013 |
Szu-Lang Liao;Jing -Yi Chen*, 2013.08, 'Spatial and Temporal Effects of High-Speed Rail on House Prices – A Case of Kaohsiung City, ' Journal of Housing Studies, Vol.22, No.1, pp.25-54.(TSSCI)(*为通讯作者), vol. 438540, Aug. 2013 |
2013 |
Hui-Lung Chang*;Szu-Lang Liao;Sou-Shan Wu, 2013.07, 'An Analysis of Strategic Equity Stakes Acquisition of Chinese Bank by Foreign Financial Institutions, ' Emerging Markets Finance & Trade, Vol.49, No.3, pp.98-109.(SSCI, EconLit)(*为通讯作者), vol. 438544, Jul. 2013 |
2012 |
Liao Szu-Lang;Tsai Ming_shann;Chen Jun-Home;Li Chia-huang*, 2012.06, 'Valuation of Convertible Bond Under Levy Process with Default Risk, ' Journal of the Chinese Statistical Association, Vol.50, No.2, pp.48-70.(EconLit)(*为通讯作者), vol. 438541, Jun. 2012 |
2012 |
Wang Ming-Chieh;Huang Li-Jhang*;Liao Szu-Lang, 2012.05, 'Option Pricing Using the Martingale Approach with Polynomial Interpolation, ' Journal of Futures Markets, Vol.33, No.5, pp.469-491.(SSCI)(*为通讯作者), vol. 438542, May. 2012 |
2012 |
Chang Hui-Lung*;Wu Sou-Shan;Liao Szu-Lang, 2012.05, 'The Analysis of Entry Time and Model in China Banking Sector for Following Financial Institutes-Real Option Approach, ' International Research Journal of Finance and Economics, Vol.0, No.90, pp.136-145.(EconLit)(*为通讯作者), vol. 438539, May. 2012 |
2012 |
Pao-Peng Hsu;Szu-Lang Liao, 2012.04, 'The Portfolio Strategy and Hedging: a Spectrum Perspective on Mean-Variance Theory, ' International Review of Economics and Finance, Vol.22, No.1, pp.129-140.(SSCI), vol. 438535, Apr. 2012 |
2011 |
Liao Szu-Lang;Sung Hao-Chang, 2011.12, 'Not-for-Profit Service that Leads Profit: Delegation and Competition between Not-for-Profit and For-Profit Organizations, ' International Research Journal of Finance and Economics, Vol.0, No.80, pp.40-48.(FLI), vol. 438536, Dec. 2011 |
2011 |
Liao Szu-Lang;Yang Hsiu-Pi;Tsai Hung-Pin, 2011.06, 'A Valuation of Quanto Constant Maturity Swap Products under the Three-Factor BGM Model, ' Journal of the Chinese Statistical Association, Vol.49, No.2, pp.60-81.(EconLit), vol. 438537, Jun. 2011 |
2010 |
Liao Szu-Lang;Tasi Hung-Ping;Lin Shih-Kuei, 2010.09, 'An Efficient Valuation and Hedging of Constant Maturity Swap Products under BGM Model, ' Journal of the Chinese Statistical Association, Vol.48, No.3, pp.161-189.(EconLit), vol. 438534, Sep. 2010 |
2010 |
Shih-Kuei Lin*;Szu-Lang Liao;Te-Cheng Lin, 2010.08, 'Credit Risks with Levy Processes under a Stochastic Interest Rate: A Structural Form Model, ' Review of Securities and Futures Markets, Vol.21, No.4, pp.139-149.(TSSCI)(*为通讯作者), vol. 438529, Aug. 2010 |
2010 |
Chen Zeng-Hui*;Liao Szu-Lang, 2010.06, 'Elucidating Asymmetrical Volatility in Asset Returns and Optimizing Portfolio Choice Using Time-Changed Levy Processes, ' Journal of Financial Studies, Vol.18, No.2, pp.135-166.(TSSCI)(*为通讯作者), vol. 438532, Jun. 2010 |
2010 |
Jui-Jane Chang*;Szu-Lang Liao, 2010.04, 'Warrant Introduction Effects on Stock Return Processes, ' Applied Financial Economics, Vol.20, No.17, pp.1377-1395.(FLI)(*为通讯作者), vol. 438533, Apr. 2010 |
2010 |
Liao Szu-Lang;Chang Jui-Jane*, 2010.02, 'Economic Determinates of Default Risks and Their Impacts on Credit Derivative Pricing, ' Journal of Futures Markets, Vol.30, No.11, pp.1007-1105.(SSCI)(*为通讯作者), vol. 438528, Feb. 2010 |
2009 |
廖四郎*;P. P. Hsu, 2009.10, 'Pricing and Hedging of Quanto Range Accrual Notes under Gaussian HJM with Cross-Currency Levy Processes/ Journal of Futures Markets, ' Journal of Futures Markets, Vol.29, No.10, pp.973-998.(SSCI)(*为通讯作者), vol. 438523, Oct. 2009 |
2009 |
廖四郎;M. L. Chang;H. P. Lin, 2009.08, 'The Relationship between Book-Tax Difference and Earnings Management (财税差异与盈馀管理之关联性研究), ' 管理学报, Vol.26, No.4.(TSSCI), vol. 438527, Aug. 2009 |
2009 |
江明珠*;李政峰;廖四郎;徐守德, 2009.07, '短期利率条件分配之尾部差异性检定与风险值/ 中山管理评论, ' 中山管理评论, Vol.17, No.2, pp.517.(TSSCI)(*为通讯作者), vol. 438530, Jul. 2009 |
2009 |
吴仰哲*;廖四郎;林士贵, 2009.07, 'Levy与GARCH-Levy过程之选择权评价与实证分析:台湾加权股价指数选择权为例/ 管理与系统, ' 管理与系统,.(TSSCI)(*为通讯作者)(本论着未刊登但已被接受), vol. 438520, Jul. 2009 |
2009 |
吴仰哲*;廖四郎;徐守德, 2009.02, 'Closed-form Valuations of Basket Options Using a Multivariate Normal Inverse Gaussian Model, ' Insurance: Mathematics and Economics, Vol.44, No.1, pp.95-102.(SSCI)(*为通讯作者), vol. 438525, Feb. 2009 |
2009 |
廖四郎*;M. S. Chen; F. C. Li, 2009.02, 'A Factor-Copula Based Valuation of Synthetic CDO-Squared under Stochastic Intensity/ International Journal of Information and Management Sciences, ' International Journal of Information and Management Sciences, Vol.44, No.1, pp.95-102.(EI)(*为通讯作者), vol. 438524, Feb. 2009 |
2009 |
Y. C. Wu*;廖四郎;S. D. Shyu, 2009.02, 'Closed-form Valuations of Basket Options Using a Multivariate Normal Inverse Gaussian Model/ Insurance: Mathematics and Economics, ' Insurance: Mathematics and Economics, Vol.44, No.1, pp.95-102.(SSCI)(*为通讯作者), vol. 438522, Feb. 2009 |
2009 |
廖四郎*;M. S. Chen;李福庆, 2009.02, 'A Factor-Copula Based Valuation of Synthetic CDO-Squared under Stochastic Intensity, ' International Journal of Information and Management Sciences, Vol.29, No.1, pp.103-120.(EI)(*为通讯作者), vol. 438512, Feb. 2009 |
2009 |
陈芬英*;廖四郎, 2009, 'Modelling VaR for Foreign-asset Portfolios in Continuous Time/ Economic Modelling, ' Economic Modelling, Vol.26, pp.234-240.(SSCI)(*为通讯作者), vol. 438531, 2009 |
2009 |
廖四郎;徐保鹏, 2009, 'Princing and Hedging of Quanto Range Accrual Notes under Guassian HJM with Cross-Currency Levy Processes, ' Journal of Futures Markets, Vol.29, No.40, pp.973-998.(SSCI), vol. 438526, 2009 |
2009 |
陈芬英*;廖四郎, 2009, 'Modelling VaR for Foreign-asset Portfolios in Continuous Time, ' Economic Modelling, Vol.26, No.1, pp.234-240.(SSCI)(*为通讯作者), vol. 438515, 2009 |
2009 |
张嘉倩*;王昭文;廖四郎, 2009, 'The Valuation of Special Purpose Vehicles by Issuing Structured Credit Linked Notes, ' Applied Financial Economics, Vol.19, No.3, pp.227-256.(*为通讯作者), vol. 438511, 2009 |
2008 |
廖四郎;张智凯;林士贵, 2008.09, '可解约分红保单之递回评价公式, ' 财务金融学刊, Vol.16, No.3, pp.107-147.(TSSCI), vol. 438518, Sep. 2008 |
2008 |
廖四郎*;王昭文;T. Y. Wu, 2008.07, 'Pricing Generalized Capped Exchange Options, ' Applied Financial Economics, Vol.18, No.9, pp.765-776.(*为通讯作者), vol. 438510, Jul. 2008 |
2008 |
Y. C. Wu*;S. L. Liao;S. D. Shyu, 2008.07, 'Pricing Catastrophe Insurance Derivatives with Stochastic Interest Rates and Regime-Switching Jump Diffusion Losses/ Icfai Journal of Risk and Insurance, ' Icfai Journal of Risk and Insurance, Vol.5, No.4, pp.7-28.(*为通讯作者), vol. 438521, Jul. 2008 |
2008 |
廖四郎;F. Y. Chen*, 2008.07, 'Modelling VaR for Foreign-asset Portfolios in Continuous Time/Economic Modelling, ' Economic Modelling,.(SSCI)(*为通讯作者)(本论着未刊登但已被接受), vol. 438519, Jul. 2008 |
2008 |
Szu-Lang Liao;Yang-Che Wu;So-De Shyu, 2008.07, 'Pricing Catastrophe Insurance Derivatives with Stochastic Interest Rates and Regime-Switching Jump Diffusion Losses, ' Icfai Journal of Risk and Insurnace,.(EconLit)(本论着未刊登但已被接受), vol. 438517, Jul. 2008 |
2008 |
廖四郎;吴仰哲;林士贵, 2008.07, 'Levy与Garch-Levy过程之选择权评价与实证分析:台湾加权股价指数选择权为例, ' 管理与系统,.(TSSCI)(本论着未刊登但已被接受), vol. 438516, Jul. 2008 |
2008 |
连春红;廖四郎*;徐守德, 2008.07, '台湾短期利率模型样本外预测之实证研究, ' 证券市场发展季刊, Vol.21, No.2, pp.151-181.(TSSCI)(*为通讯作者), vol. 438507, Jul. 2008 |
2008 |
廖四郎*;蔡明宪;江淑玲, 2008.07, 'Closed-Form Mortgage Valuation Using Reduced-Form Model/Real Estate Economics, ' Real Estate Economics, Vol.36, No.2, pp.313-347.(SSCI)(*为通讯作者), vol. 438500, Jul. 2008 |
2008 |
廖四郎;江明珠;李政峰;徐守德, 2008.03, '短期利率条件分配之尾部差异性检定与风险值, ' 中山管理评论,.(TSSCI)(本论着未刊登但已被接受), vol. 438514, Mar. 2008 |
2008 |
蔡明宪;廖四郎;江淑玲, 2008, 'Analyzing Yield, Duration and Convexity of Mortgage Loans under Prepayment and Default Risks, ' Journal of Housing Economics,.(SSCI), vol. 438513, 2008 |
2008 |
廖四郎*;张智凯;林士贵, 2008, '可解约参与型保单之递回评价公式, ' 财务金融学刊,.(TSSCI)(*为通讯作者), vol. 438509, 2008 |
2008 |
廖四郎*;李福庆, 2008, 'Valuation of Synthetic Collateralized Debt Obligations: Application of Factor Copula and SSRD stochastic Intensity Model, ' Collaborative Research in Financial Services: Risk Management and Actuary,.(*为通讯作者), vol. 438508, 2008 |
2008 |
廖四郎, 2008, 'Closed-Form Mortgage Valuation Using, ' Real Estate Economics, Vol.V36, No.2, pp.313-347.(SSCI), vol. 438495, 2008 |
2007 |
廖四郎*, 2007.06, 'Real Estate Economics, ' Real Estate Economics,.(SSCI)(*为通讯作者)(本论着未刊登但已被接受), vol. 438493, Jun. 2007 |
2007 |
廖四郎, 2007, 'pricing Generalized Capped Exchange option, ' Financial Economics,.(EI)(本论着未刊登但已被接受), vol. 438494, 2007 |
2006 |
廖四郎;黄星华, 2006.12, 'Effects of Macroeconomic Conditions and Firm-Level Productivity on Optimal Capital Structure: Theory and Evidence, ' Journal of Financial Studies, Vol.14, No.4, pp.1-27.(TSSCI), vol. 438492, Dec. 2006 |
2006 |
廖四郎*;黄星华, 2006.09, 'Valuation and Optimal Strategies of Convertible Bonds, ' Journal of Futures Markets, Vol.26, No.9, pp.895-922.(SSCI)(*为通讯作者), vol. 438490, Sep. 2006 |
2006 |
李国荣*;廖四郎;徐守德, 2006.08, '不确定下之最适购并决策分析, ' 财务金融学刊, Vol.14, No.3, pp.111-140.(TSSCI)(*为通讯作者), vol. 438491, Aug. 2006 |
2006 |
廖四郎*;陈昭君, 2006.01, 'The Valuation of European Options When Asset Returns Are Autocorrelated, ' Journal of Futures Markets, Vol.26, No.1, pp.85-102.(SSCI)(*为通讯作者), vol. 438482, Jan. 2006 |
2005 |
廖四郎;陈芬英, 2005.10, '上限型股权连结保本票券之设计、评价和比较, ' 管理学报, Vol.22, No.5, pp.653-670.(TSSCI), vol. 438487, Oct. 2005 |
2005 |
廖四郎*;黄星华, 2005.10, 'Pricing Black-Scholes Options with Correlated Interest Rate Risk and Credit Risk: An Extension, ' Quantitative Finance, Vol.5, No.5, pp.443-457.(SSCI)(*为通讯作者), vol. 438488, Oct. 2005 |
2005 |
王昭文*;廖四郎, 2005.08, '利率、汇率及价格风险下远期价格树状模型, ' 财务金融学刊, Vol.13, No.2, pp.29-70.(TSSCI)(*为通讯作者), vol. 438486, Aug. 2005 |
2005 |
廖四郎;李福庆, 2005.06, '担保债权凭证之评价─Copula分析法, ' 台湾金融财务季刊, Vol.6, No.2, pp.53-84., vol. 438484, Jun. 2005 |
2005 |
连春红;廖四郎;李政峰, 2005.01, '估计与比较连续时间利率模型--多国实証分析, ' 管理评论, Vol.24, No.1, pp.29-54.(TSSCI), vol. 438478, Jan. 2005 |
2005 |
廖四郎;王昭文;吴锦文, 2005, '随机利率与信用风险下股权联动结构型票券之订价及避险策略, ' 证券市场发展季刊, Vol.17, No.4, pp.191-220.(TSSCI), vol. 438489, 2005 |
2005 |
廖四郎*;黄星华;吕桔诚, 2005, 'Financial Synergies and Optimal Stock Exchange Ratio in a Cross-Border M&A—Real Option Approach, ' Collaborative Research in Econometrics, Quantitative Finance, Operations Research and Risk Management,.(*为通讯作者), vol. 438506, 2005 |
2003 |
廖四郎;吕桔诚;王昭文, 2003, '组合型选择权之评价及其在投资组合避险策略上之应用, ' 亚太经济管理评论, Vol.6, No.3., vol. 438460, 2003 |
2003 |
廖四郎;康荣宝;张嘉倩, 2003, '保本型票券之定价及避险策略, ' 证券暨期货管理杂志, Vol.21, No.7, pp.52-68., vol. 438459, 2003 |
2003 |
Liao, S. L.;C.W Wang, 2003, 'The Valuation and Hedging Strategies of High Yield Notes, ' Academia Sinica Paper, Vol.31, No.3.(TSSCI), vol. 438449, 2003 |
2003 |
Liao, S. L., 2003, 'Pricing Models of Equity Swaps, ' Journal of Futures Markets, Vol.23, pp.751-772.(SSCI), vol. 438448, 2003 |
2003 |
廖四郎;陈坤铭;郑宗松, 2003, '最适投资决策与产品生命周期─实质选择权分析法, ' 中山管理评论,.(TSSCI), vol. 438434, 2003 |
2003 |
廖四郎*;陈坤铭;郑宗松, 2003, '最适投资决策与产品生命周期─实质选择权分析法, ' 中山管理评论,.(TSSCI)(*为通讯作者), vol. 438505, 2003 |
2002 |
廖四郎;吕桔诚;廖政芳, 2002.10, '信用风险下的股酬交换评价, ' 货币市场, Vol.6, No.5, pp.21-44., vol. 438437, Oct. 2002 |
2002 |
Liao, S. L.;C. W. Wang, 2002, 'The Valuation of Reset Options with Multipla Strike Resets and Reset Dates, ' Journal of Futures Markets, Vol.23, pp.87-107.(SSCI), vol. 438446, 2002 |
2002 |
Liao, S. L.;Y. T. Tsay;M. L. Chang, 2002, 'The Impact of Share Holding and Ability of Managers on The Firm Value of State-Owned Enterprises in China - An Application of Financial Agency Theory, ' NSYSU Management Review, No.10, pp.3-39.(TSSCI), vol. 438436, 2002 |
2002 |
Liao, S. L.;C. W. Wang, 2002, 'Pricing Arithmetic Average Reset Options with Control Variates, ' Journal of Derivatives, Vol.0, No.10, pp.59-74.(SSCI), vol. 438435, 2002 |
2001 |
廖四郎;黄瑞静;徐守德, 2001.04, '两税合一对公司价值,股利政策与资本结构之影响─动态资本结构模型之应用与台湾产业之实証研究, ' 管理评论, Vol.20, No.2, pp.55-86.(TSSCI), vol. 438453, Apr. 2001 |
2000 |
廖四郎;王铭杰;徐守德, 2000.09, '股酬交换的一般化评价模型, ' 亚太经济管理评论, Vol.4, No.1, pp.73-95., vol. 438452, Sep. 2000 |
2000 |
廖四郎;王凤生, 2000.06, '金融市场套利模型与投资性攻击分析─兼论1998年香港政府干预金融市场事件, ' 东吴经济商学学报, No.29, pp.47-63., vol. 438454, Jun. 2000 |
2000 |
廖四郎;蔡明宪;徐守德;许溪南, 2000.04, '美式选择权的定价─隐含相信模型及美国S&P 100指数选择权的应用, ' 中国财务学刊, Vol.8, No.1, pp.33-66.(TSSCI), vol. 438451, Apr. 2000 |
2000 |
廖四郎;杨淑媛;黄瑞静, 2000.03, '从动态资本结构模型探讨台湾产业最适资本结构, ' 亚太经济管理评论, Vol.3, No.2, pp.41-64., vol. 438458, Mar. 2000 |
2000 |
廖四郎;徐守德;王毓敏, 2000.03, '亚洲股市间的关系─动态过程的检定, ' 亚太管理评论, Vol.5, No.1, pp.15-27., vol. 438456, Mar. 2000 |
2000 |
廖四郎;蔡明宪;徐守德, 2000, '人寿保险费率的分析─从选择权理论观点, ' 风险管理学报, Vol.2, No.1, pp.1-24., vol. 438455, 2000 |
2000 |
Liao, S. L.;Y.C Chang;L. K Hu, 2000, 'Valuation of Cross-Currency Two-way Equity SWAPS without Currency Risks, ' Pacific Basin Business, Economics, and Finance, Vol.4, pp.251-275., vol. 438447, 2000 |
1999 |
廖四郎;林信惠;许婉琳;王铭杰, 1999.09, '台股指数期货套利分析与类神经网络之应用, ' 亚太经济管理评论, Vol.3, No.1, pp.41-63., vol. 438450, Sep. 1999 |
1999 |
廖四郎;徐守德;王毓敏;叶正干, 1999.03, '台湾地区商业银行的技术性效率研究, ' 亚太经济管理评论, Vol.2, No.2, pp.23-48., vol. 438457, Mar. 1999 |
1998 |
廖四郎*, 1998.10, '从Black-Scholes模型分析论数理财务模型之发展, ' 亚太经济管理评论,.(*为通讯作者), vol. 438504, Oct. 1998 |
1997 |
廖四郎*;徐守德;王铭杰, 1997.10, '台湾远期美元外汇市场风险溢酬之研究, ' 中国财务学刊, Vol.5, No.2.(TSSCI)(*为通讯作者), vol. 438503, Oct. 1997 |
1997 |
廖四郎*, 1997, '评两种资本主义之战争与国家竞争力, ' 中山管理评论,.(TSSCI)(*为通讯作者), vol. 438502, 1997 |