No. |
File |
Judul |
1. |
03f0047 |
A steady – state model of the continuous double auction (2003) |
2. |
03f0048 |
Dependence structures for multivariate high-frequency data in finance |
3. |
03f0049 |
Alternative asset-price dynamics and volatility smile |
4. |
04f0050 |
Understanding options prices |
5. |
03f0051 |
A market-induced mechanism for stockpinning |
6. |
03f0052 |
Measuring the complexity of currency markets by fractal dimension analysis |
7. |
03f0053 |
Optimal assets allocation with asymptotic criteria |
8. |
03f0054 |
Jump diffusion models for risky debts: quality spread differentials |
9. |
03f0055 |
Options with multiple reset rights |
10. |
03f0056 |
On American derivatives and related obstacle problems |
11. |
03f0057 |
The effects of the Asian crisis of 1997 on emergent market through a critical phenomena model |
12. |
03f0058 |
Mean-variance hedging under additional market information |
13. |
03f0059 |
Forward-looking agents and macroeconomic determinants of the equity price in a small open economy |
14. |
03f0060 |
An application of threshold cointegration to Taiwan Stock Index Futures and Spot markets |
15. |
03f0061 |
The value drivers of US internet retailers |
16. |
03f0062 |
Term structure fitting models and information content: an empirical examination in Taiwanese government bond market |
17. |
03f0063 |
Volatility in word equity markets |
18. |
03f0064 |
Economic growth in India : does foreign direct investment inflow matter? |
19. |
03f0065 |
Forecasting daily foreign exchange rate in India with artificial neural network |
20. |
03f0066 |
Pricing behavior of a conventional retailer's online branch |
21. |
03f0067 |
A re-statement of Singapore 's exchange rate and monetary policies |
22. |
03f0068 |
The Fisher effect: a survey |
23. |
03f0069 |
Characterizing the monetary transmission mechanism in a small open economy: the case of Malaysia |
24. |
03f0070 |
The Dollar standard and its crisis-prone periphery: new rules for the games |
25. |
03f0071 |
Bank consolidation and small business lending: the role of community banks (Journal of Financial Service Research, 2004) |
26. |
03f0072 |
The past, present, and probable future for community banks (JFSR, 2004) |
27. |
03f0073 |
Portfolio optimization under lower partial risk measures (Asia-Pacific Financial Market, 2002) |
28. |
03f0074 |
Credit risk estimation for small businesses based on a statistical method (APFM, 2002) |
29. |
03f0075 |
A note of option pricing for the constant elasticity of variance model (APFM, 2002) |
30. |
03f0076 |
Edokko options: a new framework of barriers options (APFM, 2002) |