Conference
2021
第 30 屆南區統計研討會, 國立高雄大學 The 30th South Taiwan Statistics Conference, National Kaohsiung University
An intraday range model with leverage effect in intraday volatility pattern
2020
28th Conference on the Theories & Practices of Securities and Financial Markets (SFM), National Sun Yat-sen University, Dec 2020
Leverage Effect in Volatility and Price Jumps: New Empirical Evidence
2020 總體經濟計量模型研討會 Macroeconometric Modelling Workshop, Institute of Economics, Acadimic Sinica
Estimating the Proportion of Informed and Speculative Traders in Financial Markets: Evidence from Exchange Rate
2019
27th Conference on the Theories & Practices of Securities and Financial Markets (SFM), National Sun Yat-sen University, Dec 2019
Modelling Over-Dispersion in Price Jumps Arrivals: A Comparison between Poisson Mixtures and Linear Hawkes Model
2019 南臺科技大學教學實踐研究與創新研討會, STUST, Taiwan, June 2019
Some Research Results on Range and Skewness from Teaching Introductory Statistics Using High-frequency Financial Data
18th Winter School on Mathematical Finance, Nederland, Jan 2019
How stochastic are the innovations to a comprehensive volatility model? A point process analysis on high-frequency data
2018
2nd International Conference on Econometrics and Statistics (ECOSTA), The City University of Hong Kong, June 2018
Identifying leverage effect in intra-day volatility pattern: Toward a functional data analysis
The 23rd Annual Workshop on Economic Science with Heterogeneous Interacting Agents (WEHIA), International Christian University, Tokyo, June 2018
Estimating the Proportion of Informed and Speculative Traders in Financial Markets: Evidence from CHF/EUR Exchange Rate
2018年調查研究方法與應用學術研討會 中央研究院人文社會科學研究中心, October 2018
Applying Statistical Thinking to Bank's Know-Your-Customer (KYC) Questions Design
2017
2017 Asian Meeting of the Econometric Society (AMES), The Chinese University of Hong Kong, June 2017
Do Jumps in Financial Prices Cluster? Evidence from High-Frequency Data
1st International Conference on Econometrics and Statistics (ECOSTA), HKUST, June 2017
Testing for Jumps in Prices under Jump-Driven Leverage Effect in Volatility: A Simulation Study
2017 Macroeconomic Modelling Workshop (MMW), The Institute of Economics, Academia Sinica, December 2017
Do Jumps in Financial Prices Cluster? Evidence from High-Frequency Data
第 26 屆南區統計研討會, 國立台北大學, June 2017
Testing for Jumps in Prices Under Jump-Driven Leverage Effect in Volatility: A Simulation Study