Current master student

Master students

104學年 李易潔 Information content of the model-free volatility expectation with bankruptcy chance

105學年 劉學謙 A comparison of density forecast for FTSE100

106學年 楊啟斌 State price density of S&P 500 index and heterogeneous beliefs

106學年 施政佑 The comparison of density forecasts for 1-day ahead stock price of TSMC ADR, obtained from high-frequency returns

107學年 許文昌 A study of the implied probability of default

107學年 洪穎真 Related variance risk premia: Term structure and stock return predictability

107學年 陳怡儒 The related risk premia in DJIA 30 and seven DJIA stock

109學年 劉姿伶 A study of implied probability of bankruptcy - an example of US listed companies during mid-to-late period of Coronavirus

109學年 曾貫岑 Analysis of S&P 500 returns with LSTM

110學年 崔期翔 Forecast bankruptcy正卷積近似模型之破產機率預測

110學年 曾華容 liquidity and risk neutral moments around jumps

110學年 楊登蘭 新聞內容是否能協助預測股價指數波動度？