期刊論文
| 期間 |
內容 |
| 2017.08 |
陳能靜, “How does periodically released news impact on the reversals of major currency rates,”Journal of Probability and Statistical Science, 15: 273-286. |
| 2014.04 |
陳能靜, “An empirical study on technical analysis: GARCH (1,1) model,”Journal of Applied Statistics, 41: 785-801. |
| 2013.03 |
陳能靜, “A Wavelet Transform Analysis of the Relationship between Unexpected Macroeconomic News and Foreign Exchange Rates,”Applied Economics Letters, 20: 292-296. |
| 2012.09 |
陳秀淋、蔡麗茹、陳能靜，<戀家特性與實質匯率的半衰期－東北亞三國之實證研究>，《管理實務與理論研究》, 6: 109-120. |
| 2012.01 |
莊瑞珠、陳秀淋、陳能靜，<影響匯率反轉因素之分析：未預期總體訊息與技術指標>，《輔仁管理評論》， 19: 1-26. |
| 2009.05 |
黃俊凱、蔡麗茹、陳能靜、陳秀淋，<價差與投資策略－以台灣股票期貨與現貨市場為例>，《輔仁管理評論》， 16: 1-24. |
| 2003.12 |
陳能靜、李天行、劉嘉鴻 ，<新加坡交易所摩根台指現貨開盤指數之預測-類神經網路及灰預測之應用>，《灰色系統學刊》，6: 103-120. |
| 2003.06 |
Lee, T. S,N. J. Chen,Jia Hong Liu, “Integrating Grey Theory and Neural Networks in Investigating the Information Contents of Futures Prices in Non-Cash-Trading Period –Evidence From the SGX-DT Nikkei225 and MSCI Taiwan Index Futures Con,”The Journal of Chinese Grey System Association (CGSA), 103-120. |
| 2003.04 |
Lee, T. S,N. J. Chen, “Integrating Grey Forecasting and Neural Networks in Forecasting of Cash Opening Index Price,”China Collection of Writings in Science and Technology Development. |
| 2002.12 |
陳能靜, “Investigating the Information Content of Non-Cash-Trading Index Futures Using Neural Networks,Expert Systems with Applications, 22: 225-234. |
| 2002.10 |
陳能靜, “Forecasting the Opening Cash Price Index Using Grey Forecasting and Neural Networks: Evidence from the SGX-DT MSCI Taiwan Index Futures Contracts,Computional Intelligence in Economics and Finance,Springer. |
| 2001.09 |
Lee, T. S,N. J. Chen,R. Y. Tsai, “Information Contents of Futures Trading During Non-Cash Trading Period: The Case of Nikkei 225 Index Futures in SGX-DT,”Journal of Management, 1-22. |
| 2000.04 |
陳能靜, “The Information Content of Futures Prices in Non-Cash-Trading Periods: Evidence from the SGX-DT MSCI Taiwan Futures Contracts,”Review of Securities and Futures Markets, 12: 29-54. |
| 1993.06 |
陳能靜, “An Evaluation of Alternative Optimal Hedging Derivations,”Agriculture and Economics, 69-86. |
| 1991.01 |
Chen, Nen-Jing,Raymond M. Leuthold, “An Comparison of Alternative Corn Importing Strategies for Taiwan,”The Review of Futures Markets, 9: 259-279 |
| 1990.04 |
Nen-Jing Chen, “Future as a Risk Management Instrument - An Empirical Study on Importng of Corn,”Fu-Jen Studies, College of Law and Management, 37-53. |
| 1988.01 |
Nen-Jing Chen,Raymond M. Leuthold, “An Analysis of Alternative Hedging Strategies for Importing Corn: The Case of Taiwan,”Journal of Agricultural Economics, 115-144. |
| 1988.01 |
Nen-Jing Chen,Glenn C. W. Ames,A Lawton Hammett, “Implications of a Tariff on Imported Canadian Softwood Lumber,”Canadian Journal of Agricultural Economics, 69-81. |
|
研討會論文
| 期間 |
內容 |
| 2001.07 |
Lee T. S.,N. J. Jhen, “the information content of rutures prices in non-cash-trading reriods: empirical results from the SGX-DT Nikkei 225 futures contracts,”2001 Taipei international quantitative finance conference, Taiwan,Taipei. |
| 2001.04 |
Lee T. S.,N. J. Jhen,C. C. Chiu, “Forecasting the opening cash price index in integrating grey forecasting and neural networks: evidence from the SGX-DT MSCI Taiwan index futures contracts,”2001 WDSI international conference, Canada,Vancouver. |
| 2001.03 |
Chen, N. J,C. Wu, “Synergy of Exchange Conglomeration: The Case of Eurex,”International Conference on Security and Futures Exchange Conglomeration Acquisition and Strategic, Taiwan,Taipei. |
| 2000.12 |
Lee T. S.,N. J. Jhen,C. C. Chiu, “Forecasting the opening cash price index in integrating grey forecasting and neural networks: evidence from the SGX-DT MSCI Taiwan index futures contracts,”The fifth annual international conference on industrial engineering, Taiwan,Hsinchu. |
| 2000.11 |
Lee, T. S. ,N. J. Chen,K. C. Chang ,Liu, Jia Hong, “Integrating Grey Theory and Neural Networks in Investigating the Information Contents of Futures Prices in Non-Cash-Trading Period –Evidence From the SGX-DT Nikkei225 and MSCI Taiwan Index Futures Contract,”The Fifth Conference on Artificial Intelligence and Applications, Taiwan,Taipei. |
| 2000.06 |
Chen, N. J.,T. S. Lee,R. Y. Tsai, “Information Content of Futures Trading During Non-Cash Trading Period: The Case of Nikkei 225 Index Futures in SGX-DT,”Conference on Financial Magement , Taiwan,Taipei. |
| 2000.06 |
Lee, T. S.,N. J. Chen,R. Y. Tsai, “Information Contents of Futures Trading During Non-Cash Trading Period: The Case of Nikkei 225 Index Futures in SGX-DT,”Conference on International Business Management, Taiwan,Taipei. |
| 2000.01 |
Lee T. S.,N. J. Jhen, “the information content of rutures prices in non-cash-trading reriods: evidence from the SIMEX Nikkei 225 futures contracts,”2000 NTU international conference on finance-finance markets in transaction. |
| 1999.11 |
Chen, N. J.,T. S. Lee, “the information content of rutures prices in non-cash-trading reriods: evidence from the SIMEX MSCI Taiwan futures contracts,”8th conference on the theories and practices of security and financial markets. |
| 1999.06 |
Lee, T. S.,N. J. Chen,Tsai, Jeng Yu, “The Information Content of end and beginning-of-the-day Index Futures Trading,”National Conference on Master’s Thesis, Taiwan,Taipei. |
| 1997.04 |
Chen, Nen-Jing,Wang-Chi Lee, “Arbitrage Opportunities and Profits Between Multinational Stock Index Futures and Cash: the Case of the Nikkei 225 Stock Index,”Western Social Science Association 39th Annual Conference, U.S.A.,New Mexico. |
| 1993.06 |
Chen, Nen-Jing, “An Evaluation of Alternative Optimal Hedging Derivations,”Far Eastern Meeting of the Econometric Society, Taiwan,Taipei. |
| 1990.07 |
Chen, Nen-Jing,Raymond M. Leuthold, “An Comparison of Alternative Corn Importing Strategies for Taiwan,”Asia-Pacific Futures Research Symposium, Hong Kong. |
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