Risk Management Society of Taiwan
                           3F, No.181, Sec.3, Minquan East Rd., Taipei.
                           Taiwan, R.O.C.
                           Tel:886-2-2716-0039 
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                           e-mail: service@rmst.org.tw

　

　

Journal of Risk Management, Volume 6, Number 1, March-2004

     主編的話 (Editor's Note)

 

俞海琴(Hai-Chin Yu)

1.台灣股市雜訊交易因素及其對股價影響性之研究 －融合時間序列橫剖面迴歸模式  
Determinants of Noise Trading in Taiwan Stock Market and Their Effect for Stock Prices- Time Series Cross-Section Regression  

賴素鈴*(Sue-Ling Lai)
楊靜琪**(Ching-Chi Yang)

[Abstract]    [Fulltext]

2. 國際散裝船市場之時間變動避險比率估計：應用BGARCH及RCAR方法
Estimation of Time-Varying Hedge Ratios for International Bulk Shipping Market Using BGARCH and RCAR

陳永順* (Yung-Shun Chen)
王旭堂** (Shiu-Tung Wang)

[Abstract]    [Fulltext]

3.提前違約風險下專案融資之評價模式
The Project Financing Model with Default Risk in Pre-breaking Contract   

林達榮* (Tyrone T. Lin)
林安城** (An Cheng Lin)

[Abstract]    [Fulltext]

4.住宅建築物火災財物損失影響因素之分析與危險指標之建立
Determinants and Risk Index for Property Loss in Residential Building Fires 

林元祥* (Yuan-Shang Lin)

[Abstract]    [Fulltext]

 

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