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    Showing items 451-475 of 2413. (97 Page(s) Totally)
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    DateTitleAuthors
    2002 Surrender and the Distribution of Policy Reserves Insurances 郭維裕; Tsai C.; W. Chen
    2000-06 Swarch 模型用於各國股市報酬風險值計測之可行性分析 饒秀華
    1992 SWOT分析與策略行銷核心之整合理論及實務運用 晏國祥; YANG, GUO-XIANG
    2008 Symposium on Agent-Based Computational Economics: The Impact of Imitation on Long Memory in an Order-Driven Market LeBaron, Blake; Yamamoto, Ryuichi; 山本竜市
    2002 t 檢定偵測結構性變動的穩健性 郭炳伸
    2005-06 Taiwan FTA and Environmental Protection 施文真
    2000-06 Taiwan's Accession into the WTO and Trade in Services: A Computable General Equilibrium Analysis 陳坤銘; Chou J; S. Wang; N. Kuo
    2005 Taiwan's Approach to WTO 楊光華; Yang, Connie Guang-Hwa
    2003-10 Taiwan’s Approaches to WTO 楊光華
    2016-01 Taiwan’s climate change mitigation policies and their potential interaction with the WTO rules: Focusing on economic incentive measures 施文真; Shih, Wen Chen
    1996 Taiwan’s WTO accession: Meeting the requirements Tsai, Ing-Wen; 蔡英文
    2012 TBT協定第2.2條與GATT 1994第20條下「必要性」要件之分析 莊雅涵
    2013-11 Technological opportunism and firm performance: Moderating contexts Chen, Chien-Wei; Lien, N.-H.; 陳建維
    1998 Test for partial parameter instability in regressions with I(1) processes 郭炳伸; Kuo,Biing-Shen
    1998-08 Testing for PPP in a Panel of Industrial Countries Allowing for Coss-Sectional Dependence 郭炳伸
    1998-06 Testing for PPP in Panel of Industrial Countries Allowing for Cross-Sectional Dependence 郭炳伸
    1995-08 Testing for the Null of Stationarity Based on the Error Component Represeatation 郭炳伸
    2016-12 Testing Forecast Accuracy of Expectiles and Quantiles with the Extremal Consistent Loss Functions 顏佑銘; Yen, Yu-Min
    2017-06 Testing Forecast Accuracy of Expectiles and Quantiles with the Extremal Consistent Loss Functions 顏佑銘; Yen, Yu-Min
    2017-08 Testing Forecast Accuracy of Expectiles and Quantiles with the Extremal Consistent Loss Functions 顏佑銘; Yen, Yu-Min
    2013-04 Testing Jumps via False Discovery Rate Control 顏佑銘; Yen, Yu-Min
    2013-04 Testing Jumps via False Discovery Rate Control. 顏佑銘; Yen,Yu-Min
    1999 Testing Shifts in Financial Models with Conditional Heteroskedasticity: An Empirical Distribution Function Approach Lin, Shinn-Juh; Yang, Jian; 林信助
    1999-03 Testing the Permanent Income Hypothesis Using Taiwan Data: The Application of the FM-GMM and FM-GIVE Methods 饒秀華; Rau,Hsiu-Hua
    1997-12 Testing the Permanent Income Hypothesis: The Application of FM-GMM and FM-GIVE Methods 饒秀華

    Showing items 451-475 of 2413. (97 Page(s) Totally)
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