期刊論文
- Su, E.D., Mak, V.V. and So, P.Y. (2023). Exploring Three-style Return Comovements and Contagion Using a Correlation Decomposition GARCH Model. Comput Econ. (SSCI), https://doi.org/10.1007/s10614-023-10405-3.
- Chen-Ying Yen, Yi-Ling Ju, Shih-Fu Sung, Yu-Lung Wu, and En-Der Su, (2021). Prediction of sovereign credit risk rating using sensing technology. Sensors and Materials, (SCI),Vol. 33, No. 9, 3053–3068.
- Su E.D., 2021. Testing stock market contagion properties between large and small stock markets. Review of Quantitative Finance and Accounting, 57(1), 147–202.
- Su E.D. and Wong K.W., 2019. Testing the alternative two–state options pricing models: An empirical analysis on TXO. Quarterly Review of Economics and Finance (MOST A-, ABDC), 72, 101–116.
- Su E.D. and Wong K.W., 2018. Measuring bank downside systemic risk in Taiwan. Quarterly Review of Economics and Finance (MOST A-, ABDC), 70, 172–193.
- Su, E.D., 2018. Measuring contagion risk in high volatility state among Taiwanese major banks. Risk Management (SSCI, ABDC), 20(3), 185–241.
- Su, E.D., 2017. Stock index hedging using a trend and volatility regime–switching model involving hedging cost. International Review of Economics and Finance (SSCI, ABDC A), 47, 233–254.
- Su, E.D., 2017. Measuring and testing tail dependence and contagion risk between major stock markets. Journal of Computational Economic (SSCI, ABDC), 50(2), 325–351.
- Su, E.D. and F.J. Lin, 2012. Two-state volatility transition pricing and hedging of TXO options. Computational Economics (SSCI), 39(3), 259-287.
- Su, E.D. and J.F.O. Bilson. 2010. Trading asymmetric trend and volatility by leverage trend GARCH in Taiwan stock index. Forthcoming in Applied Economics (SSCI), Acceptance date: Feb 22, 2010.
- Su, E.D. 2010. Using a decision tree to analyze mortgage borrower decision behavior and values concerning interest rates and house prices. Forthcoming in Managerial and Decision Economics (EconLit), Acceptance date: June 22, 2010.
- Su, E.D. and S.M. Huang. 2010. Comparing firm failure predictions between Logit, KMV, and ZPP models: Evidence from Taiwan’s electronics industry. Forthcoming in Asia-Pacific Financial Markets (EconLite), Acceptance date: Feb. 2, 2010, DOI 10.1007/s10690-010-9113-5.
- Su, E.D. and T.W. Knowles. 2009. Measuring bond portfolio Value at Risk and expected shortfall in the US Treasury market. Forthcoming in Asian Pacific Management Review (TSSCI), Acceptance date: July 22, 2009.
- Su, E.D. and T.W. Knowles. 2006. Asian Pacific stock market volatility modeling and Value at Risk analysis. Emerging Markets Finance and Trade (SSCI), vol.42, no.2, pp.18-62. NSC Plan No. 89-2416-H-214-038-.
- Cheng, W.Y., E. D. Su, S. J. Li, and Y. G. Fen. 2009. Corporate governance and financial distress: The evidence of electronic stock listing in the Taiwan Security Exchange. Journal of Statistics and Management Systems (EI), Vol. 12, No. 5, pp. 813-827.
- Cheng, W.Y., E. D. Su., and S. J. Li. 2006. A financial distress pre-warning study by fuzzy regression model of TSE-listed companies. Asian Academy of Management Journal of Accounting and Finance, vol. 2, no.2, pp 75-93.
- 蘇恩德,2014,「以ECM、M-GARCH、門檻M-GARCH評估鎳金屬商品期貨契約與NTD/USD遠匯避險績效」,證券市場發展季刊(TSSCI),第二十五卷第三期,頁173-220。
- 蘇恩德,2011,「考慮價格跳躍不對稱與波動狀態轉換的動態資產配置」,管理與系統(TSSCI),第十八卷第二期。
- 周賢榮、蘇恩德、鄭文英、李勝榮,2010,「台灣地區中高齡受雇人員退休行為之研究- 多元邏輯斯迴歸分析應用」,人文暨社會科學期刊,第六卷,第二期。
- 蘇恩德、李宏榮 ,2009,「倫敦金屬交易所鎳金屬商品期貨契約避險績效評估」經營管理論叢,(論文被接受日期:2009年4月9日)。
- 蘇恩德、蕭惠方、黃宇平,2008,「銀行最適資本與適足性之研究」,創 新 與 管 理,第六卷第一期,頁57-88。
- 鄭文英、蘇恩德、李勝榮,2008,「財務危機預警模式建構影響因素與預測能力之整合分析」,中華管理評論國際學報,第十一卷,第一期,頁1-19。
- 蘇恩德、李勝榮,2007,「以最大熵值法估計台指選擇權投資組合保險極端值分配係數與其風險值」,中原企管評論,第五卷,第一期,頁43-64。
- 蘇恩德、鄭憲超,2007,「變額萬能壽險之評價、績效與風險分析」,保險專刊,第23卷,第2期,頁1-37。
- 蘇恩德、洪偉屏、洪端禧、李勝榮,2006,「考量盈餘風險與提撥風險下之最適退休基金管理」,管理科學期?,第三卷,第一期,頁37-60。
- 蘇恩德、陳俊汎、陳志鴻,2006,「建構模糊理論風控程式交易之實證研究」,台灣金融財務季刊,第七輯,第一期,頁29-53。
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研討會論文
- Su, EnDer, Liao, Pei–Lin, Exploring three–style return comovements and contagion using correlation decomposition GARCH model,「2021前瞻會計與財務專刊暨三創、華人企業與現代管理聯席研討會」,2021/11/13–2021/11/14,台灣金門。
- 蘇恩德、李昭霖,「模糊理論在公司大數據決策的應用」, 2019第十四屆全國技職保險教育學術研討會。
- Bilson, J.F.O. and E. D. Su. 2006. The non-linear dynamics of the Taiex index. International Conference on Business and Information (BAI), Singapore, July 12-14, 2006.
- Su, E. D., T. W. Knowles, Min-Sun Horng, and Feng-Jeng Lin. 2006. Pricing and hedging performance of Taiwan stock index options under two-state volatility condition. Asian Pacific Decision Science Institute, the 11th Annual Conference, Hong Kong, June 14-18, 2006.
- Cheng, Wen-Ying, E. D. Su, and S. J. Li. 2007. Corporate governance and financial distress: the evidence in Taiwan. The 7th Asian Academy of Management (AAM) International Conference (AAMC 2007), in Malaysia.
- 蘇恩德、陳靜宜、黃昱銘,「以房價、利率擴散模型分析房貸借款人決策行為與選擇權價值」,2008年實踐大學創新與管理國際學術研討會。
- 蘇恩德、郭義龍、謝元慶,2007,「最佳退休規劃之動態資產配置與情境模擬分析-以台灣男性為實證對象」, 2007年實踐大學金融服務整合與創新發展研討會。
- 蘇恩德、王盟捷、謝元慶,2006,「時間相依與時間獨立風險值估計模型之比較」,2006年中華商管科技學會年會暨學術研討會。
- 蘇恩德、洪馨妙、謝元慶、黃鶯慧,2006,「動態隨機投資組合規劃-以亞太新興市場為研究對象」,2006年中華商管科技學會年會暨學術研討會。
- 蘇恩德、謝元慶、洪端禧,2005,「市場價值反映與公司財務分析對信用風險評等之比較- 以KMV與模糊理論為探討模型」,中華民國第十三屆模糊理論及其應用會議。
- 蘇恩德,李勝榮、蕭惠方,2005,「以極端極理論評價崩盤選擇權與探討其對台股指數現貨投資組合保險」,國立高雄第一科技大學財務管理系,2005台灣財務學術研討會。
- 蘇恩德,2003,「亞太國家股票市場波動性估計與風險值分析」,台灣科技大學,2003年管理新思維學術研討。
- 蘇恩德,2003,「利用業主權益選擇權評價模式來測度信用風險- 舉台灣營建業的公司債為例」,輔仁大學,2003年第一屆新世紀優質企業理念與價值創造研討會。
- 蘇恩德,2000,「債券投資組合的風險值測度- 應用線性化因素基礎利率結構模式分析」,義守大學,亞太金融中心學術研討會-跨世紀兩岸三地金融市場之願景。
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