2 Bei-Ning Road
Keelung, Taiwan 20224
Taiwan
National Taiwan Ocean University
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CARR, DCC, GARCH, High/low range, realized volatility, multivariate volatility, volatility
distance-from-default, expected default probability, credit spreads, default risk modeling
Expiration effect, Price Effect, Volatility Effect, Price Reversal, Abnormal Volume Effect
board structure, corporate value, financial policy, three-stage least squares (3SLS)
risk management, value at risk (VaR), asymmetric conditional autoregressive range (ACARR) model, extreme value theory (EVT)
Technical indicators, Second-hand vessels, Moving averages, Filter rules, Bollinger bands, Bias
Range, Volatility forecasting, Dynamic conditional correlation, Smooth transition, Copula, Realized volatility, Risk management.
defaultable bond, embedded option, square-root diffusion process, partial differential equation, finite difference method
