期刊資料
- Ting-Fu Chen, Chih-Chen Hsu, Kai-Chieh Chia, and Annjo Cheng(2025, Dec)Time Latency in High-Frequency Trading within Cointegrated Financial Markets。Advances in Pacific Basin Business, Economics and Finance, 13, 301-318. 本人為通訊作者。
- Chih-Chen Hsu, Kai-Chieh Chia,and Yu-Chieh Chang (2024, Dec). Value Relevance of Accounting Information and the Moments of Bias Rate:Evidence from the IT Companies in FTSE Taiwan 50.. Advances in Pacific Basin Business, Economics and Finance , 12, 351-367. 本人為第一作者.
- Kai-Chieh Chia, Chih-Chen Hsu, Liang-Tay Lin, Hsin Hao Tseng (2021, Feb). The Identification of Ideal Social Media Influencers: Integrating The Social Capital, Social Exchange, and Social Learning Theories. . Journal of Electronic Commerce Research., 22(1), 4-21. 本人為通訊作者.
- Chih-Chen Hsu, Chung-Gee Lin, and Tsung-Jung Kuo (2020, Dec). Pricing of Arithmetic Asian Options Under Stochastic Volatility Dynamics: Overcoming the Risks of High-Frequency Trading.. Mathematics, 8(12), 2251. 本人為第一作 者.
- Chih-Chen Hsu An-Sing Chen Shih-Kuei Lin Ting-Fu Chen (2016, Apr). The affine styled-facts price dynamics for the natural gas: evidence from daily returns and option prices.. Review of Quantitative Finance and Accounting, 48(3), 819 848. 本人為第一作者、通訊作者.
- Chih-Chen Hsu and Andreas Krause (2016, Jan). The Optimal Timing of Open Market Stock Repurchases. Emerging Markets Finance and Trade (EMFT), 52(4), 776-785. (SSCI). 本人為第一作者、通訊作者.
- Hsu, Chih-Chen, C. Edward Wang, and Chih-Yueh Huang (2015, Dec). Hedging in an Asymmetrical Freight Market. International Journal of Information and Management Sciences, 26 (4), 341-359 . 本人為第一作者、通訊作者.
- Chih-Chen Hsu, An-Sing Chen, and Jing-Wei Li (2015, Jun). Market Equilibrium of Open Market Share Repurchases: Price Information, Market Liquidity and Firms’ Private Information.. , 23(2), 1-18. (TSSCI). 本人為第一作 者、通訊作者.
- Chih-Chen Hsu Shih-Kuei Lin Ting-Fu Chen (2014, Jun). Pricing and Hedging European Energy Futures Options: A Case Study of WTI Oil Futures Options.. Asia-Pacific Journal of Financial Studies, 43 (3), 317-355. (SSCI). 本人為第一 作者、通訊作者.
- Chih-Chen Hsu, Ting-Pin Wu (2012, Mar). Valuation of Asian-style Interest Rates Swap in Gaussian HJM Model. , 22(4), 357-376. (TSSCI).
- 許志成、吳庭斌(2012年03月)。Gaussian HJM Model應用於利率價差選擇 權近似封閉解研究。中國統計學報,50(1), 21-47。(EconLit)。本人為第一 作者、通訊作者。
|
研討會資料
- Hsu, Chih-Chen*, Dai Tian-Shyr Dai, and Min Teh Yu, 2015, Using Least Square Monte Carlo Simulation to Price Energy Swing Options under Stochastic Volatility and Jump Risks,臺灣財務金融學會年會暨國際研討會.
- 許志成*、陳安行、黃茂畯, 2013, WTI 原油價格動態典型現象研究: 每日報酬、真實波動度與期貨價格之論證 。台灣財務金融學會年會暨國際研討會,國立雲林科技大學。
- 許志成*、陳安行、李竟維, 2013, 公開市場股票購回均衡模型研究:價格資訊、市場流動性與公司資訊價值。台灣財務金融學會年會暨國際研討會,國立雲林科技大學。
- 許志成*、陳瑞祥、俞明德, 2013, Valuation of Catastrophe Equity Puts with Cat Bonds. 2013台灣風險與保險學會年會暨國際學術研討會, 國立高雄第一科技大學。
- 定時時制及半觸動號誌控制策略之比較分析(計畫共同主持人) MOST 102-2221-E-035-053-
- 公車捷運系統優先號誌研擬與績效評估指標建立-以臺中市為例(計畫共同主持人) MOST 101-2221-E-035-066-
- 油輪運費價差選擇權評價研究─Gaussian HJM 模型的應用(計畫主持人)MOST 100-2410-H-194-026-
|