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类别	日期	题名	作者
[統計研究所] 期刊論文	2015-09-01	Hedging Barrier Options in GARCH Models with Transaction Costs	黃士峰; Huang, Shih-Feng; Tsai, Chan-Yi
[統計研究所] 期刊論文	2015-03-01	COPICA—independent component analysis via copula techniques	黃士峰; Chen, Ray-Bing; Guo, Meihui; Härdle, Wolfgang K.; Huang, Shih-Feng
[統計研究所] 期刊論文	2015-01-01	High dimensional mean-variance optimization through factor analysis	黃士峰; Chen, Binbin; Huang, Shih-Feng; Pan, Guangming
[統計研究所] 期刊論文	2014-12-13	Model risk of the implied GARCH-normal model	黃士峰; Huang, Shih-Feng; Guo, Meihui
[統計研究所] 期刊論文	2014-01-01	A modified empirical martingale simulation for financial derivative pricing	黃士峰; Huang, Shih-Feng
[統計研究所] 期刊論文	2014-01-01	Asymptotic distribution of the EPMS estimator for financial derivatives pricing	黃士峰; Huang, Shih-Feng; Tu, Ya-Ting
[統計研究所] 期刊論文	2013-12-01	Path integral method for limiting distribution of an estimator arising from an ar(1)-process with a unit root	黃士峰; HUANG, SHIH-FENG; LEE, YUH-JIA; SHIH, HSIN-HUNG
[統計研究所] 期刊論文	2013-06-01	Moment bounds and mean squared prediction errors of long-memory time series	黃士峰; Chan, Ngai Hang; Huang, Shih-Feng; Ing, Ching-Kang
[統計研究所] 期刊論文	2013-03-01	An optimal multi-step quadratic risk-adjusted hedging strategy	黃士峰; Huang, Shih-Feng; Guo, Meihui