Riki / Seminar Papers 3

List of Conference Papers

1.            Hsiao Ronglie, using fast Fourier transform to jump divergence and the stochastic volatility model of the right to evaluate the options - with Taiwan means the right to choose, for example, co-published by: Tu Deng-Cai (Ming Chuan University, Associate Professor, Department of Finance), Guoshu Hui (National Yunlin Technology University Assistant Professor), Chen Pei-Cheng (Ming Chuan University, Department of Finance, Graduate), 2008 Fifth Finance and the financial future of the academic-cum-practical seminar, January 2008, Tamkang University,Taiwan.
2.            Hsiao, Jung-Lieh, Return and Volatility Dynamics between A-and B-shares Markets of Each Securities Exchange in China: An Intervention Analysis in a Bivariate EGARCH-X Framework. The first session of the World Financial is under the Planning Seminar-cum-CEO Forum, April 2007. Dynasty Hotel Taipei,Taiwan.
3.            Hsiao Ronglie, exchange rate fluctuations on Taiwan's industrial sector index returns of the impact-GARCH model of application, Xiao Ronglie National Taipei University Professor of Economics; Lu Ying-Xiu, Department of Economics, National Taipei University postgraduates. Empirical Economics Papers Sixth National Symposium (The 6th Annual Conference of Taiwan's Economic Empirics) May 2005, National Kaohsiung University,Taiwan.
4.            Xiejin Tang, Xiao Ronglie, Zhan Yuling and Hsiang-Hsi Liu (2004), the degree of enterprise and performance of international relations: literature review and inspiration, the first session of the Conference on Innovation and Management, Shih Chien University, School of Management, Chinese Management Association and sponsored (12 / 17), 169. ,Taiwan.
5.            Hsiao, Jung-Lieh, The Impact of Index Futures Trading on Underlying Stock Index Volatility: An Empirical Analysis with Asymmetrically Centered GARCH and Asymmetric BEKK-G Models. 2003 cross-strait securities and derivatives market development theory and practice symposium, May 2003, National Taipei University,Taiwan.
6.            Hsiao, Jung-Lieh, International Information Transmissions of Stock Return and Volatility: The Case of ADRs and Their Underlying Stocks, Co-authored with Hsiang-Hsi Liu, 2002 Finance Symposium, April 26-27, 2002, National Chung Hsing University,Taiwan.
7.            Hsiao, Jung-Lieh, The Short-Term Dynamic Relationships between Shanghai and Shenzhen Stock Markets in Mainland China under Consideration of WTO Issue: An Intervention Analysis in a Bivariate EGARCH-X Framework, Co-authored with Hsiang-Hsi Liu, 2002 management and the sustainable development of cross-strait seminar, June 5, 2002, National Taipei University,Taiwan.
8.            Hsiao, Jung-Lieh, The Impact of Trader-Type on the Volatility-Volume Relationship: In the Case of Taiwan Stock Markets, 2nd session, to enhance competitiveness and business management seminar, June 20, 2001, Tamkang University,Taiwan.
9.            Hsiao, Jung-Lieh, Testing Information Efficiency for the Shanghai Stock Market, Co-authored with Hsiang-Hsi Liu, Chinese Finance Association Annual Conference, April 16, 1999, National Yunlin University of Science and Technology,Taiwan.
10.         Hsiao, Jung-Lieh, The Greater China Stock Market: A Test of Their Cointegration, with Richard Curcio and Christine X. Jiang, presented at the 1996 Financial Management Association Meeting, New Orleans,America.
11.         Hsiao, Jung-Lieh, The Price Relationships Among the Hong Kong, Taiwan and China Stock Markets: An Application of Cointegration Approach, Co-authored with Hsiang-Hsi Liu, Fifth Conference on the Theories and Practices of Security and Financial Markets, National Sun Yat-sen University, Kaohsiung, Taiwan, December 21-22, 1996.
12.         Hsiao, Jung-Lieh, The Shanghai Securities Exchange: Tests of Weak-Form Efficiency, with Richard Curcio and Willing Wang and Christine X. Jiang, presented at the 1996 Financial Management Association Meeting, New Orleans ,America.


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