| Publication | Date of Publication | Type |
|---|
| Option prices and stock market momentum: evidence from China | 2022-02-08 | Paper |
| Introduction to Financial Econometrics, Mathematics, Statistics, and Machine Learning | 2020-12-09 | Paper |
| A Potential Benefit of Increasing Book–Tax Conformity: Evidence from the Reduction in Audit Fees | 2020-12-09 | Paper |
| Econometric Approach to Financial Analysis, Planning, and Forecasting | 2020-12-09 | Paper |
| Forecast Performance of the Taiwan Weighted Stock Index: Update and Expansion | 2020-12-09 | Paper |
| Parametric, Semi-Parametric, and Non-Parametric Approaches for Option-Bound Determination: Review and Comparison | 2020-12-09 | Paper |
| Hedge Ratio and Time Series Analysis | 2020-12-09 | Paper |
| Application of Intertemporal CAPM on International Corporate Finance | 2020-12-09 | Paper |
| Pricing Fair Deposit Insurance: Structural Model Approach | 2020-12-09 | Paper |
| Support Vector Machines Based Methodology for Credit Risk Analysis | 2020-12-09 | Paper |
| Data Mining Applications in Accounting and Finance Context | 2020-12-09 | Paper |
| Trade-off Between Reputation Concerns and Economic Dependence for Auditors — Threshold Regression Approach | 2020-12-09 | Paper |
| Alternative Methods for Determining Option Bounds: A Review and Comparison | 2020-12-09 | Paper |
| Financial Reforms and the Differential Impact of Foreign Versus Domestic Banking Relationships on Firm Value | 2020-12-09 | Paper |
| Time-Series Analysis: Components, Models, and Forecasting | 2020-12-09 | Paper |
| The Joint Determinants of Capital Structure and Stock Rate of Return: A LISREL Model Approach | 2020-12-09 | Paper |
| Alternative Methods to Deal with Measurement Error | 2020-12-09 | Paper |
| An ODE Approach for the Expected Discounted Penalty at Ruin in a Jump-Diffusion Model | 2020-12-09 | Paper |
| Empirical Studies of Structural Credit Risk Models and the Application in Default Prediction: Review and New Evidence | 2020-12-09 | Paper |
| Empirical Performance of the Constant Elasticity Variance Option Pricing Model | 2020-12-09 | Paper |
| The Jump Behavior of a Foreign Exchange Market: Analysis of the Thai Baht | 2020-12-09 | Paper |
| The Revision of Systematic Risk on Earnings Announcement in the Presence of Conditional Heteroscedasticity | 2020-12-09 | Paper |
| Applications of Fuzzy Set to International Transfer Pricing and Other Business Decisions | 2020-12-09 | Paper |
| Alternative Method for Determining Industrial Bond Ratings: Theory and Empirical Evidence | 2020-12-09 | Paper |
| Analysis of Sequential Conversions of Convertible Bonds: A Recurrent Survival Approach | 2020-12-09 | Paper |
| Effects of Measurement Errors on Systematic Risk and Performance Measure of a Portfolio | 2020-12-09 | Paper |
| Sampling Distribution of the Relative Risk Aversion Estimator: Theory and Applications | 2020-12-09 | Paper |
| The Effects of the Sample Size, the Investment Horizon and the Market Conditions on the Validity of Composite Performance Measures: A Generalization | 2020-12-09 | Paper |
| The Sampling Relationship Between Sharpe’s Performance Measure and its Risk Proxy: Sample Size, Investment Horizon and Market Conditions | 2020-12-09 | Paper |
| VG NGARCH Versus GARJI Model for Asset Price Dynamics | 2020-12-09 | Paper |
| Errors-in-Variables and Reverse Regression | 2020-12-09 | Paper |
| Discriminant Analysis, Factor Analysis, and Principal Component Analysis: Theory, Method, and Applications | 2020-12-09 | Paper |
| Credit Analysis, Bond Rating Forecasting, and Default Probability Estimation | 2020-12-09 | Paper |
| Market Model, CAPM, and Beta Forecasting | 2020-12-09 | Paper |
| Utility Theory, Capital Asset Allocation, and Markowitz Portfolio-Selection Model | 2020-12-09 | Paper |
| Single-Index Model, Multiple-Index Model, and Portfolio Selection | 2020-12-09 | Paper |
| Sharpe Performance Measure and Treynor Performance Measure Approach to Portfolio Analysis | 2020-12-09 | Paper |
| Options and Option Strategies: Theory and Empirical Results | 2020-12-09 | Paper |
| Statistical Distributions, European Option, American Option, and Option Bounds | 2020-12-09 | Paper |
| A Comparative Static Analysis Approach to Derive Greek Letters: Theory and Applications | 2020-12-09 | Paper |
| Fundamental Analysis, Technical Analysis, and Mutual Fund Performance | 2020-12-09 | Paper |
| Bond Portfolio Management, Swap Strategy, Duration, and Convexity | 2020-12-09 | Paper |
| Synthetic Options, Portfolio Insurance, and Contingent Immunization | 2020-12-09 | Paper |
| Alternative Security Valuation Model: Theory and Empirical Results | 2020-12-09 | Paper |
| Bayesian Portfolio Mean–Variance Efficiency Test with Sharpe Ratio’s Sampling Error | 2020-12-09 | Paper |
| Does Revenue Momentum Drive or Ride Earnings or Price Momentum? | 2020-12-09 | Paper |
| Technical, Fundamental, and Combined Information for Separating Winners from Losers | 2020-12-09 | Paper |
| Optimal Payout Ratio Under Uncertainty and the Flexibility Hypothesis: Theory and Empirical Evidence | 2020-12-09 | Paper |
| Sustainable Growth Rate, Optimal Growth Rate, and Optimal Payout Ratio: A Joint Optimization Approach | 2020-12-09 | Paper |
| Asset Pricing with Disequilibrium Price Adjustment: Theory and Empirical Evidence | 2020-12-09 | Paper |
| A Dynamic CAPM with Supply Effect: Theory and Empirical Results | 2020-12-09 | Paper |
| Alternative Methods to Derive Option Pricing Models: Review and Comparison | 2020-12-09 | Paper |
| Option Price and Stock Market Momentum in China | 2020-12-09 | Paper |
| Implied Variance Estimates for Black–Scholes and CEV OPM: Review and Comparison | 2020-12-09 | Paper |
| An Integral Equation Approach for Bond Prices with Applications to Credit Spreads | 2020-12-09 | Paper |
| Impacts of Time Aggregation on Beta Value and R2 Estimations Under Additive and Multiplicative Assumptions: Theoretical Results and Empirical Evidence | 2020-12-09 | Paper |
| Impacts of Measurement Errors on Simultaneous Equation Estimation of Dividend and Investment Decisions | 2020-12-09 | Paper |
| The Evolution of Capital Asset Pricing Models: Update and Extension | 2020-12-09 | Paper |
| Application of Discriminant Analysis, Factor Analysis, Logistic Regression, and KMV-Merton Model in Credit Risk Analysis | 2020-12-09 | Paper |
| Financial Econometrics, Mathematics and Statistics | 2019-04-10 | Paper |
| Asset pricing with disequilibrium price adjustment: theory and empirical evidence | 2014-02-08 | Paper |
| Statistics for Business and Financial Economics | 2012-11-15 | Paper |
| A FUZZY REAL OPTION VALUATION APPROACH TO CAPITAL BUDGETING UNDER UNCERTAINTY ENVIRONMENT | 2010-10-15 | Paper |
| EMPIRICAL STUDIES OF STRUCTURAL CREDIT RISK MODELS AND THE APPLICATION IN DEFAULT PREDICTION: REVIEW AND NEW EVIDENCE | 2010-03-19 | Paper |
| An Integral-Equation Approach for Defaultable Bond Prices with Application to Credit Spreads | 2009-04-14 | Paper |
| An ODE approach for the expected discounted penalty at ruin in jump-diffusion model | 2009-02-28 | Paper |
| EVALUATION OF SMALL- AND MEDIUM-SIZED DISPLAY MARKET FORECASTS | 2008-12-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5487061 | 2006-09-18 | Paper |
| A NOTE ON THE GENERALIZED MULTIBETA CAPM | 1998-07-22 | Paper |
