{"id":124,"date":"2015-10-26T17:31:54","date_gmt":"2015-10-26T09:31:54","guid":{"rendered":"http:\/\/fin.wp.shu.edu.tw\/?page_id=124"},"modified":"2026-03-25T12:20:30","modified_gmt":"2026-03-25T04:20:30","slug":"t-shuhwa","status":"publish","type":"page","link":"https:\/\/fin.wp.shu.edu.tw\/?page_id=124","title":{"rendered":"\u5f35\u6dd1\u83ef"},"content":{"rendered":"<div class=\"wc-shortcodes-row wc-shortcodes-item wc-shortcodes-clearfix\">\n<div class=\"wc-shortcodes-column wc-shortcodes-content wc-shortcodes-one-third wc-shortcodes-column-first \">\n<p><img loading=\"lazy\" decoding=\"async\" class=\"wp-image-125 aligncenter\" src=\"http:\/\/wp.shu.edu.tw\/wp-ctt\/uploads\/sites\/23\/2015\/10\/shuhwa.jpg\" alt=\"shuhwa\" width=\"200\" height=\"180\" \/><\/p>\n<\/div>\n<div class=\"wc-shortcodes-column wc-shortcodes-content wc-shortcodes-two-third wc-shortcodes-column-last \">\n<div class=\"wc-shortcodes-box wc-shortcodes-item wc-shortcodes-content wc-shortcodes-clearfix wc-shortcodes-box-secondary \" style=\"text-align:left;\">\n<ul class=\"prof-info\">\n<li>\u59d3\u540d\uff1a\u5f35\u6dd1\u83ef<\/li>\n<li>\u8077\u7a31\uff1a\u6559\u6388<\/li>\n<li>\u96fb\u8a71\uff1a02-2236-8225 \u8f49 63443<\/li>\n<li>\u7814\u7a76\u5ba4\uff1aM627<\/li>\n<li>\u96fb\u5b50\u4fe1\u7bb1\uff1a<a href=\"mailto:shuhwa@mail.shu.edu.tw\" target=\"_blank\" rel=\"noopener noreferrer\">shuhwa@mail.shu.edu.tw<\/a><\/li>\n<li>\u500b\u4eba\u7db2\u7ad9\uff1a<\/li>\n<li>(114-2)\u672c\u5b78\u671fOffice Hour\uff1a\u9031\u4e09\u7b2c3~5\u7bc0\u3001\u9031\u4e94\u7b2c5\u7bc0\u3002<\/li>\n<li>\u653f\u5e9c\u7814\u7a76\u8cc7\u8a0a\u7cfb\u7d71 &#8211;<span class=\"Apple-converted-space\">\u00a0<\/span><a href=\"http:\/\/grbsearch.stpi.narl.org.tw\/GRB\/execOrgSearch.jsp?execOrgan=FDA3E032\" target=\"_blank\" rel=\"noopener noreferrer\">\u4e16\u65b0\u8ca1\u91d1\u7814\u7a76\u8a08\u756b(GRB)<\/a><\/li>\n<\/ul>\n<\/div>\n<\/div>\n<\/div>\n<div class=\"wc-shortcodes-box wc-shortcodes-item wc-shortcodes-content wc-shortcodes-clearfix wc-shortcodes-box-secondary \" style=\"text-align:left;\">\n<h3 class=\"title-bg\">\u7814\u7a76\u9818\u57df<\/h3>\n<p>\u65b0\u8208\u5e02\u5834\u3001\u91d1\u878d\u767c\u5c55\u8207\u7d93\u6fdf\u6210\u9577\u3001\u8ca1\u52d9\u7d93\u6fdf\u5b78<\/p>\n<\/div>\n<div class=\"wc-shortcodes-box wc-shortcodes-item wc-shortcodes-content wc-shortcodes-clearfix wc-shortcodes-box-secondary \" style=\"text-align:left;\">\n<h3 class=\"title-bg\">\u4efb\u6559\u79d1\u76ee<\/h3>\n<p>\u5fae\u7a4d\u5206\u3001\u500b\u9ad4\u7d93\u6fdf\u5b78\u3001\u8ca1\u52d9\u6578\u5b78\u3001\u8ca1\u52d9\u8a08\u91cf\u3001\u65b0\u8208\u5e02\u5834\u5c08\u984c\u3001\u570b\u969b\u91d1\u878d\u8207\u6295\u8cc7<\/p>\n<\/div>\n<div class=\"wc-shortcodes-box wc-shortcodes-item wc-shortcodes-content wc-shortcodes-clearfix wc-shortcodes-box-secondary \" style=\"text-align:left;\">\n<h3 class=\"title-bg\">\u5b78\u6b77<\/h3>\n<ul>\n<li>\u53f0\u7063\u5927\u5b78\u7d93\u6fdf\u5b78\u535a\u58eb<\/li>\n<li>\u4e2d\u592e\u5927\u5b78\u7522\u7d93\u6240\u78a9\u58eb<\/li>\n<li>\u53f0\u7063\u5927\u5b78\u7d93\u6fdf\u5b78\u7cfb\u5b78\u58eb<\/li>\n<\/ul>\n<\/div>\n<div class=\"wc-shortcodes-box wc-shortcodes-item wc-shortcodes-content wc-shortcodes-clearfix wc-shortcodes-box-secondary \" style=\"text-align:left;\">\n<h3 class=\"title-bg\">\u7d93\u6b77<\/h3>\n<ul>\n<li>\u4e16\u65b0\u5927\u5b78\u8ca1\u91d1\u7cfb \u6559\u6388 2006\/8 ~<\/li>\n<li>\u4e16\u65b0\u5927\u5b78\u8ca1\u52d9\u91d1\u878d\u5b78\u7cfb \u7cfb\u4e3b\u4efb 2008\/8 ~ 2014\/7<\/li>\n<li>111\u5e74\u516c\u52d9\u4eba\u54e1\u9ad8\u7b49\u8003\u8a66\u4e09\u7d1a\u8003\u8a66\u66a8\u666e\u901a\u8003\u8a66\u547d\u984c\u59d4\u54e1\\<\/li>\n<li>111 \u5e74\u8003\u9078\u90e8\u516c\u52d9\u54e1\u8003\u8a66\u984c\u5eab\u547d\u984c\u5c0f\u7d44\u59d4\u54e1<\/li>\n<li>\u53f0\u7063\u96c6\u4e2d\u4fdd\u7ba1\u7d50\u7b97\u6240\u76e3\u5bdf\u4eba 114. 6 ~<\/li>\n<\/ul>\n<\/div>\n<div class=\"wc-shortcodes-box wc-shortcodes-item wc-shortcodes-content wc-shortcodes-clearfix wc-shortcodes-box-secondary \" style=\"text-align:left;\">\n<h3 class=\"title-bg\">\u8ad6\u6587\u8457\u4f5c<\/h3>\n<h4>A. \u671f\u520a\u8ad6\u6587<\/h4>\n<ol class=\"list\">\n<li>\u5f35\u6dd1\u83ef(2024)\u00a0 \uff0c\u300c\u65b0\u53f0\u5e63\u5c0d\u7f8e\u5143\u532f\u7387\u4e4b\u9810\u6e2c \u2014\u6280\u8853\u6307\u6a19\u8207\u57fa\u672c\u9762\u6a21\u578b\u7684\u61c9\u7528\u300d\uff0c\u671f\u8ca8\u8207\u9078\u64c7\u6b0a\u5b78\u520a\uff0c\u7b2c\u5341\u4e03\u5377\u7b2c\u4e8c\u671f\uff0c\u53f0\u7063\u671f\u8ca8\u4ea4\u6613\u6240\u3002(TSSCI,\u8207\u6797\u59a4\u6f54\u5408\u8457)<\/li>\n<li>\u5f35\u6dd1\u83ef(2019)\uff0c\u300c\u627f\u92b7\u7af6\u50f9\u62cd\u8ce3\u5236\u5ea6\u66f4\u8fed\u8207\u521d\u6b21\u4e0a\u5e02\u6ac3\u80a1\u7968\u671f\u521d\u8d85\u984d\u5831\u916c&#8212;\u53f0\u7063\u4e4b\u5be6\u8b49\u7814\u7a76\u300d\uff0c\u771f\u7406\u8ca1\u7d93\u5b78\u5831,29,59-95\u3002(\u8207\u5289\u66f8\u542b\u5408\u8457)<\/li>\n<li>Chang,Shu-Hwa(2015), The pricing of liquidity risk on the Shanghai Stock market, The International Review of Economics and Finance, 38,112-120. (SSCI, Ho, Tsung-Wu and Chang,Shu-Hwa)<\/li>\n<li>Chang,Shu-Hwa (2014), Revisit the nexus of trade openness and GDP growth: Does the financial system matter? The Journal of International Trade &amp; Economic Development, Vol. 23, No. 7, 1038\u20131058. September, 2014 (SSCI, Huang, Liang-Chou &amp; Chang,Shu-Hwa)<\/li>\n<li>Chang, Shu-Hwa (2013), Revisit the nexus of trade openness and GDP growth: Does the financial system matter? The Journal of International Trade &amp; Economic Development, forthcoming. (Coauthor with Huang, Liang-Chou)(SSCI)<\/li>\n<li>Chang, Shu-Hwa and Huang, Liang-Chou (2010),\u201dThe nexus of GDP growth and finance in Japan : Do real interest rates matter? Japan and the World Economy, 22, 235-242.(SSCI)<\/li>\n<li>\u5f35\u6dd1\u83ef,\u4f55\u5b97\u6b66,\u9673\u4f69\u4f36 (2010), \u201d\u65b0\u8208\u570b\u5bb6\u77ed\u671f\u540d\u76ee\u5229\u7387\u4e4b\u5747\u6578\u5fa9\u6b78\u201d\u7d93\u6fdf\u8ad6\u6587, 38:4,661-696,\u4e2d\u7814\u9662\u7d93\u6fdf\u6240\u3002(TSSCI)<\/li>\n<li>\u5f35\u6dd1\u83ef,\u9ec3\u4eae\u6d32,\u5c24\u4e07\u8c6a (2010), \u201c\u53f0\u7063TFT-LCD\u5ee0\u5546\u8d74\u5927\u9678\u6295\u8cc7\u884c\u70ba\u4e4b\u5206\u6790\u201d,\u7d93\u793e\u6cd5\u5236\u8ad6\u53e2, 45,93-136, \u884c\u653f\u9662\u7d93\u6fdf\u5efa\u8a2d\u59d4\u54e1\u6703\u3002(\u6709\u5be9\u7a3f\u671f\u7a3f)<\/li>\n<li>\u5f35\u6dd1\u83ef,\u6797\u7b71\u5be7,\u67ef\u4f69\u7487,\u9ec3\u5bb6\u6021 (2009), \u201d\u91d1\u878d\u6d77\u562f\u5c0d\u5169\u5cb8\u80a1\u5e02\u5831\u916c\u6ce2\u52d5\u7684\u5f71\u97ff\u201d,\u91d1\u878d\u6d77\u562f\u8207\u516c\u5171\u653f\u7b56,\u7b2c4\u7ae0,\u667a\u52dd\u51fa\u7248\u793e\u3002<\/li>\n<li>\u5f35\u6dd1\u83ef,\u8521\u570b\u67f1,\u9ec3\u4eae\u6d32,(2008)\u201d\u5370\u5ea6\u91d1\u878d\u767c\u5c55\u8207\u7d93\u6fdf\u6210\u9577\u4e4b\u5be6\u8b49\u7814\u7a76\u201d,\u7d93\u793e\u6cd5\u5236\u8ad6\u53e2,41,149-176,\u884c\u653f\u9662\u7d93\u6fdf\u5efa\u8a2d\u59d4\u54e1\u6703\u3002(\u6709\u5be9\u7a3f\u671f\u520a)<\/li>\n<li>\u5f35\u6dd1\u83ef(2006),\u201d\u91d1\u878d\u767c\u5c55\u8207\u7d93\u6fdf\u6210\u9577\u4e4b\u56e0\u679c\u95dc\u4fc2&#8212;\u65e5\u672c\u3001\u81fa\u7063\u8207\u97d3\u570b\u4e4b\u5be6\u8b49\u7814\u7a76\u201d,\u771f\u7406\u8ca1\u7d93\u5b78\u5831,14,1-40\u3002(\u6709\u5be9\u7a3f\u671f\u520a)<\/li>\n<li>\u5f35\u6dd1\u83ef(2004),\u201d\u8ca8\u5e63\u3001\u5951\u7d04\u5de5\u8cc7\u8207\u5c0f\u578b\u958b\u653e\u7d93\u6fdf\u4e4b\u666f\u6c23\u5faa\u74b0\u2014\u53f0\u7063\u4e4b\u5be6\u8b49\u7814\u7a76\u201d,\u7d93\u6fdf\u8ad6\u6587\u53e2\u520a,32:1,25-61,\u570b\u79d1\u6703\u8a08\u5283\u7de8\u865f\ufe55NSC 87-2415-H-156-001\u3002(TSSCI,JEL,Econlit)<\/li>\n<li>\u5f35\u6dd1\u83ef(2003),\u201d\u5f71\u97ff\u53f0\u7063\u4e0a\u5e02\u516c\u53f8\u6709\u50f9\u8b49\u5238\u7533\u8acb\u4e0a\u5e02\u88ab\u9000\u4ef6\u6b21\u6578\u7684\u6c7a\u5b9a\u56e0\u7d20\u201d\u771f\u7406\u8ca1\u7d93\u5b78\u5831,8,1-24\u3002(\u6709\u5be9\u7a3f\u671f\u520a)<\/li>\n<li>Chang ,S.H.(2002),\u201dMoney , Output and Stock Price in Taiwan: An Application of Multivariate EC-EGARCH Model,\u201d Tamsui Oxford Journal of Management Science ,Vol.18,No.2,pp43-62.(co-author:C.C.Chuang,\u6709\u5be9\u7a3f\u671f\u520a).<\/li>\n<li>\u5f35\u6dd1\u83ef(2000),\u201d\u53f0\u7063\u5730\u5340\u672c\u570b\u9280\u884c\u7d93\u71df\u7e3e\u6548\u4e4b\u6bd4\u8f03\u201d,\u771f\u7406\u8ca1\u7d93\u5b78\u5831,\u7b2c\u56db\u671f,17\u9801-34\u9801\u3002(\u8207\u9673\u67cf\u9752\u7b49\u5408\u8457)\u3002<\/li>\n<li>\u5f35\u6dd1\u83ef(1999),\u201d\u6230\u5f8c\u53f0\u7063\u666f\u6c23\u5faa\u74b0\u4e4b\u7279\u5fb5\u201d,\u53f0\u9280\u5b63\u520a,\u7b2c\u4e94\u5341\u83e4,\u7b2c\u4e8c\u671f,pp85-107\u3002<\/li>\n<li>\u5f35\u6dd1\u83ef(1997),\u201d\u6230\u5f8c\u53f0\u7063\u666f\u6c23\u5faa\u74b0\u5206\u6790&#8212;\u5c0f\u578b\u958b\u653e\u7d93\u6fdf\u8207\u570b\u969b\u8cc7\u672c\u79fb\u52d5\u201d,\u7d93\u6fdf\u8ad6\u6587\u53e2\u520a,\u7b2c25 \u8f2f\u7b2c3\u671f ,pp401-440\u3002(TSSCI,JEL,Econlit)\u3002<\/li>\n<\/ol>\n<h4>B. \u7814\u8a0e\u6703\u8ad6\u6587<\/h4>\n<ol class=\"list\">\n<li><span lang=\"EN-US\">Chang, <\/span><span lang=\"EN-US\">Shu Hwa (2025), <\/span><span lang=\"EN-US\">The influence of stock market index, TSMC ADR,<\/span><span lang=\"EN-US\"> and TWD\/USD exchange rate on Taiwan&#8217;s electronic and financial equity sectors,<\/span>\u00a0<span lang=\"EN-US\">2025 New Futures <\/span>\u671f\u8ca8\u5b78\u8853\u8207\u5be6\u52d9\u4ea4\u6d41\u7814\u8a0e\u6703\uff0c\u53f0\u5317\uff0c<span lang=\"EN-US\">114<\/span>\u5e74<span lang=\"EN-US\">12<\/span>\u6708<span lang=\"EN-US\">1<\/span>\u65e5<span lang=\"EN-US\"> (Chang, <\/span><span lang=\"EN-US\">Shu Hwa and Mao, <\/span><span lang=\"EN-US\">Wan-Shin ).<\/span><\/li>\n<li>\u5f35\u6dd1\u83ef(2023)\uff0c\u300c\u65b0\u53f0\u5e63\u5c0d\u7f8e\u5143\u532f\u7387\u4e4b\u9810\u6e2c \u2014\u6280\u8853\u6307\u6a19\u8207\u57fa\u672c\u9762\u6a21\u578b\u7684\u61c9\u7528\u300d\uff0c2023 New Futures\u671f\u8ca8\u5b78\u8853\u8207\u5be6\u52d9\u4ea4\u6d41\u7814\u8a0e\u6703\uff0c\u53f0\u5317\uff0c112\u5e7411\u670828\u65e5\u3002(\u8207\u6797\u59a4\u6f54\u5408\u8457)<\/li>\n<li>\u5f35\u6dd1\u83ef(2023)\uff0c\u300c\u80a1\u50f9\u8207\u532f\u7387\u4e4b\u56e0\u679c\u95dc\u4fc2\u2014\u6a5f\u5668\u5b78\u7fd2\u65b9\u6cd5\u61c9\u7528\u65bc\u96d9\u8b8a\u91cf\u6642\u9593\u6578\u5217\u300d\uff0cAI \u6642\u4ee3\u4e0b\u7684\u5168\u7403\u91d1\u878d\u79d1\u6280\u8207\u6c7a\u7b56-2023 \u4e16\u65b0\u5927\u5b78\u8ca1\u52d9\u91d1\u878d\u8207\u7ba1\u7406\u570b\u969b\u7814\u8a0e\u6703\uff0c\u53f0\u5317\uff0c\u4e16\u65b0\u5927\u5b78\uff0c112 \u5e74 11 \u6708 18 \u65e5\u3002(\u8207\u9ec3\u67cf\u51f1\u3001\u9ec3\u5927\u5149\u5408\u8457)<\/li>\n<li>\u5f35\u6dd1\u83ef(2021)\uff0c\u300cWhether the Machine Learning Can Forecast Nominal Exchange-Rate Better?2021 \u4e16\u65b0\u5927\u5b78\u91d1\u878d\u5e02\u5834\u5b78\u8853\u7814\u8a0e\u6703\uff0c\u53f0\u5317\uff0c\u4e16\u65b0\u5927\u5b78\uff0c110 \u5e74 12 \u6708 25 \u65e5\u3002(\u8207\u4f55\u5b97\u6b66\u5408\u8457)<\/li>\n<li>\u5f35\u6dd1\u83ef(2019)\uff0c\u300c\u9285\u671f\u8ca8\u8de8\u570b\u969b\u683c\u4e4b\u76f8\u95dc\u6027&#8211;\u65e5\u5167\u8cc7\u6599\u4e4b\u5be6\u8b49\u7814\u7a76 \u300d\uff0c 2019 New Futures \u671f\u8ca8\u5b78\u8853\u8207\u5be6\u52d9\u4ea4\u6d41\u7814\u8a0e\u6703\uff0c\u53f0\u7063\u671f\u8ca8\u4ea4\u6613\u6240\u8207\u5de5\u5546\u6642\u5831\u5408\u8fa6\uff0c108\/11\/19\u3002(\u8207\u738b\u610f\u6587\u5408\u8457)<\/li>\n<li>Chang,Shu-Hwa(2016), Re-examinging the risk-return tradeoff: Evidence from extreme value adjusted method, International Conference of Taiwan Finance Asociation: Finance and the Good Soceity ,2016\/5\/27-5\/28. National Taipei University.( Ho, Tsung-Wu and Chang,Shu-Hwa).<\/li>\n<li>Chang,Shu-Hwa(2015), Heterogeneity and risk-return tradeoff: Evidence from Extreme value adjusted method. Annual Conference of Taiwan Econometric Society,2015\/10\/31. National Taiwan University. ( Ho, Tsung-Wu and Chang,Shu-Hwa).<\/li>\n<li>Chang, Shu-Hwa(2015), A GVAR Approach to the Stock Returns and Trading Volume,\u00a0International Conference of Taiwan Finance Asociation ,2015\/6\/5-6\/6. Asia University.( Ho, Tsung-Wu and Chang,Shu-Hwa).<\/li>\n<li>Huang, Liangcho, and Chang, Shu-Hwa (2012), Trade and Economic Growth: Does the Financial System Matter?, The APEA 8th annual conference , Nanyang Technological University, Singapore on June 28-29, 2012.<\/li>\n<li>Ho, Tsung-Wu, and Chang, Shu-Hwa (2012), Liquidity Risk and Asset Pricing: Evidence from Shanghai Stock Market, 2012 CSBF 4th \u5169\u5cb8\u91d1\u878d\u9ad8\u5cf0\u8ad6\u58c7\uff0c\u5317\u4eac\uff0c 2012\u5e745\u6708\u3002<\/li>\n<li>Ho, Tsung-Wu, and Chang, Shu-Hwa (2012), Liquidity Risk and Asset Pricing: Evidence from Shanghai Stock Market, 2012 \u884c\u70ba\u8ca1\u52d9\u5b78\u66a8\u570b\u969b\u91d1\u878d\u5e02\u5834\u7406\u8ad6\u8207\u5be6\u8b49\u7814\u8a0e\u6703\u3002\u4e16\u65b0\u5927\u5b78\uff0c2012\u5e741\u6708\u3002<\/li>\n<li>\u4f55\u5b97\u6b66, \u5f35\u6dd1\u83ef (2011), \u201c\u5916\u5e63\u63db\u7b97\u8abf\u6574\u4e4b\u50f9\u503c\u6538\u95dc\u6027-\u4ee5\u53f0\u7063\u4e0a\u5e02(\u6ac3)\u516c\u53f8\u70ba\u4f8b\u201d \u53f0\u5927\u7ba1\u7406\u5b78\u9662\u8207\u4e0a\u6d77\u5fa9\u65e6\u5927\u5b78 \u300c 2011\u7ba1\u7406\u7406\u8ad6\u8207\u5be6\u52d9\u570b\u969b\u7814\u8a0e\u6703\u300d,\u4e0a\u6d77\u5fa9\u65e6\u5927\u5b78,2011\u5e7411\u6708\u3002<\/li>\n<li>\u5f35\u6dd1\u83ef, \u9673\u96c5\u82d3 (2010), \u201c\u5927\u9678\u80a1\u5e02\u5916\u532f\u66b4\u9732\u4e4b\u7814\u7a76 \u201d, \u6771\u5317\u8ca1\u7d93\u5927\u5b78\u300c\u5169\u5cb8\u8ca1\u7d93\u767c\u5c55\u8207\u7ba1\u7406\u300d\u7814\u8a0e\u6703\u30022010\u5e744\u6708\u3002<\/li>\n<li>Chang, Shu-Hwa, and Huang ,Liang-Chou (2009), \u201cThe Finance-Growth Nexus of Japan: Do Real Interest Rates Matter?\u201d The 3rd ACE International Conference 2009, City University of Hong Kong, December 2009.<\/li>\n<li>\u5f35\u6dd1\u83ef,\u5c24\u4e07\u8c6a (2008),\u53f0\u7063TFT-LCD \u7522\u696d\u6295\u8cc7\u5927\u9678\u884c\u70ba\u63a2\u8a0e&#8212;\u4ee5\u4e2d\u83ef\u6620\u7ba1\u70ba\u4f8b \uff0c\u4e16\u65b0\u7d93\u6fdf2008\u5b78\u8853\u7814\u8a0e\u6703\uff0c2008\u5e7410\u6708\u3002<\/li>\n<li>\u5f35\u6dd1\u83ef,\u4f55\u5b97\u6b66(2008)\uff0cRisk-return tradeoff in emerging markets-Evidence from Markov-switching regression, 2008\u884c\u70ba\u8ca1\u52d9\u66a8\u65b0\u8208\u5e02\u5834\u7406\u8ad6\u8207\u5be6\u8b49\u7814\u8a0e\u6703\uff0c\u4e16\u65b0\u5927\u5b78\u8ca1\u52d9\u91d1\u878d\u5b78\u7cfb\uff0c2008\u5e741\u6708\u3002<\/li>\n<li>\u5f35\u6dd1\u83ef,\u4f55\u5b97\u6b66\uff0c(2007)\uff0cInvestigating the business cycle effects on risk-return correlation: evidence from stochastic volatility in mean model, \u53f0\u7063\u7d93\u6fdf\u5b78\u67032007\u5e74\u6703\uff0c\u653f\u6cbb\u5927\u5b78\u793e\u6703\u79d1\u5b78\u9662\uff0c2007\u5e7412\u6708\u3002<\/li>\n<li>\u4f55\u5b97\u6b66\uff0c\u5f35\u6dd1\u83ef\uff0c(2007)\uff0cExpected Returns and Volatility in Emerging Markets: Analysis of stochastic volatility in mean model, 2007\u884c\u70ba\u8ca1\u52d9\u5b78\u66a8\u65b0\u8208\u5e02\u5834\u7406\u8ad6\u8207\u5be6\u8b49\u7814\u8a0e\u6703\uff0c\u4e16\u65b0\u5927\u5b78\u8ca1\u52d9\u91d1\u878d\u5b78\u7cfb\uff0c2007\u5e741\u6708\u3002<\/li>\n<li>\u5f35\u6dd1\u83ef,\u6797\u5efa\u4e2d(2005),\u201d\u5229\u7387\u9580\u6abb,\u91d1\u878d\u767c\u5c55\u8207\u7d93\u6fdf\u6210\u9577\u4e4b\u95dc\u4fc2,\u201d\u7b2c\u516d\u5c46\u5168\u570b\u5be6\u8b49\u7814\u8a0e\u6703\u3002<\/li>\n<li>\u5f35\u6dd1\u83ef,\u90ed\u4fee\u83ef(2004),\u201d\u81fa\u7063\u4e4b\u91d1\u878d\u767c\u5c55\u8207\u7522\u696d\u6210\u9577,\u201d\u7d93\u6fdf\u767c\u5c55\u7814\u8a0e\u6703,\u53f0\u5317\u5927\u5b78.<\/li>\n<li>\u5f35\u6dd1\u83ef,\u674e\u78a7\u5a1f(2004),\u201dDynamic Effects of Financial Intermediation over Business Cycles in Small Open Economies&#8212;The Empirical Study on Four East Asia countries,\u201d\u7b2c\u4e94\u5c46\u5168\u570b\u5be6\u8b49\u7814\u8a0e\u6703.<\/li>\n<li>\u5f35\u6dd1\u83ef,\u738b\u4f2f\u5049(2002),\u201d\u91d1\u878d\u4e2d\u4ecb\u5c0d\u666f\u6c23\u5faa\u74b0\u4e4b\u5f71\u97ff&#8212;\u6771\u4e9e\u56db\u570b\u4e4b\u5be6\u8b49\u7814\u7a76\u201d,2002\u53f0\u7063\u7d93\u6fdf\u5b78\u6703\u5e74\u6703\u3002<\/li>\n<li>\u5f35\u6dd1\u83ef(2001),\u201d\u8ca8\u5e63\u3001\u5951\u7d04\u5de5\u8cc7\u8207\u666f\u6c23\u5faa\u74b0&#8212;\u53f0\u7063\u4e4b\u5be6\u8b49\u7814\u7a76\u201d,2001\u8ca1\u7d93\u5b78\u8853\u7814\u8a0e\u6703\u8ad6\u6587\u96c6(NSC 87-2415-H-156-001)\u3002<\/li>\n<li>\u5f35\u6dd1\u83ef,\u8449\u7d14\u78a7(2002),\u201d\u91d1\u878d\u4e2d\u4ecb\u5c0d\u666f\u6c23\u5faa\u74b0\u4e4b\u5f71\u97ff\u201d,2002\u8ca1\u7d93\u5b78\u8853\u7814\u8a0e\u6703\u8ad6\u6587\u96c6\u3002<\/li>\n<li>\u5f35\u6dd1\u83ef(2001),\u201d\u6771\u4e9e\u958b\u767c\u4e2d\u570b\u5bb6(\u5730\u5340)\u4e4b\u666f\u6c23\u5faa\u74b0\u7279\u5fb5\u201d,2001\u8ca1\u7d93\u5b78\u8853\u7814\u8a0e\u6703\u8ad6\u6587\u96c6(NSC:86-2415-H-156-001-T)\u3002<\/li>\n<\/ol>\n<\/div>\n<div class=\"wc-shortcodes-box wc-shortcodes-item wc-shortcodes-content wc-shortcodes-clearfix wc-shortcodes-box-secondary \" style=\"text-align:left;\">\n<h3 class=\"title-bg\">\u7814\u7a76\u8a08\u756b<\/h3>\n<ul class=\"list\">\n<li>\u5f35\u6dd1\u83ef(2020),\u300c\u904b\u7528\u4eba\u5de5\u667a\u6167\u638c\u63e1\u666f\u6c23\u52d5\u614b\u300d\uff0c\u570b\u5bb6\u767c\u5c55\u59d4\u54e1\u6703109\u5e74\u5ea6\u59d4\u8a17\u7814\u7a76\u8a08\u756b\uff0c\u6848\u865f\uff1andc109013\uff0c\u5354\u540c\u4e3b\u6301\u4eba\u3002<\/li>\n<li>\u5be6\u8cea\u5229\u7387\u4e4b\u52d5\u614b\u5206\u6790\u2500\u6b63\u4ea4\u5de5\u5177\u8b8a\u6578\u751f\u6210\u51fd\u6578\u6cd5\u4e4b\u8ffd\u8e64\u8cc7\u6599\u55ae\u6839\u6aa2\u5b9a (101\/08\/01~103\/07\/31) (\u4e16\u65b0\u5927\u5b78\u88dc\u52a9\u8a08\u756b)<\/li>\n<\/ul>\n<h4>\u570b\u79d1\u6703\u8a08\u756b<\/h4>\n<ul class=\"list\">\n<li>\u65b0\u8208\u570b\u5bb6\u8cbf\u6613\u689d\u4ef6\u885d\u64ca\u4e4b\u6301\u7e8c\u6027- \u77ed\u671f\u6291\u6216\u9577\u671f? (100\/08 ~ 101\/07) (#NSC100-2410-H128-013)<\/li>\n<li>\u88dc\u52a9\u570b\u5167\u5927\u5c08\u9662\u6821\u8cfc\u7f6e\u300cDatastream \u8ca1\u7d93\u8cc7\u8a0a\u300d\u8cc7\u6599\u5eab\u5c08\u6848 (105\/01\/01~105\/11\/30)(#MOST 105-2420-H-128-001-EDS)<\/li>\n<li>\u88dc\u52a9\u570b\u5167\u5927\u5c08\u9662\u6821\u8cfc\u7f6e\u300c Datastream \u8ca1\u7d93\u8cc7\u8a0a\u300d\u8cc7\u6599\u5eab\u5c08\u6848 (104\/01\/01~104\/11\/30)(#MOST 104-2420-H-128-002-EDS)<\/li>\n<li>\u88dc\u52a9\u570b\u5167\u5927\u5c08\u9662\u6821\u8cfc\u7f6e Datastream \u8ca1\u7d93\u8cc7\u8a0a\u8cc7\u6599\u5eab\u5c08\u6848 (102\/10\/01~103\/08\/31)(#NSC 102-2420-H-128-003-EDS)<\/li>\n<li>\u88dc\u52a9\u570b\u5167\u5927\u5c08\u9662\u6821\u8cfc\u7f6e Datastream \u8ca1\u7d93\u8cc7\u8a0a\u8cc7\u6599\u5eab\u5c08\u6848 (101\/12\/01~102\/10\/31)(#NSC 101-2420-H-128-001-EDS)<\/li>\n<li>\u88dc\u52a9\u570b\u5167\u5927\u5c08\u9662\u6821\u8cfc\u7f6eDatastream\u8ca1\u7d93\u8cc7\u8a0a\u8cc7\u6599\u5eab\u5c08\u6848 (100\/12\/01~101\/10\/31)(#NSC100-2420-H-128-002-EDS)<\/li>\n<\/ul>\n<\/div>\n<div class=\"wc-shortcodes-box wc-shortcodes-item wc-shortcodes-content wc-shortcodes-clearfix wc-shortcodes-box-secondary \" style=\"text-align:left;\">\n<h3 class=\"title-bg\">\u69ae\u8b7d<\/h3>\n<ul class=\"list\">\n<li>\u69ae\u7372106\u5b78\u5e74\u5ea6\u300c\u6559\u5b78\u5353\u8d8a\u6559\u5e2b-\u6559\u5b78\u7e3e\u512a\u734e\u300d<\/li>\n<li>\u69ae\u7372105\u5b78\u5e74\u5ea6\u7e3e\u512a\u8f14\u5c0e\u8001\u5e2b<\/li>\n<\/ul>\n<\/div>\n","protected":false},"excerpt":{"rendered":"<p>\u59d3\u540d\uff1a\u5f35\u6dd1\u83ef \u8077\u7a31\uff1a\u6559\u6388 \u96fb\u8a71\uff1a02-2236-8225 \u8f49 63443 \u7814\u7a76\u5ba4\uff1aM627 \u96fb\u5b50\u4fe1\u7bb1\uff1ashuhwa@mail.shu.edu.tw \u500b\u4eba\u7db2\u7ad9\uff1a (114-2)\u672c\u5b78\u671fOffice Hour\uff1a\u9031\u4e09\u7b2c3~5\u7bc0\u3001 [&hellip;]<\/p>\n","protected":false},"author":16,"featured_media":0,"parent":98,"menu_order":0,"comment_status":"closed","ping_status":"closed","template":"","meta":{"footnotes":"","_links_to":"","_links_to_target":""},"categories":[37,36],"tags":[81],"class_list":["post-124","page","type-page","status-publish","hentry","category-faculty01","category-faculty","tag-81"],"publishpress_future_action":{"enabled":false,"date":"2026-05-08 07:42:46","action":"change-status","newStatus":"draft","terms":[],"taxonomy":"category"},"_links":{"self":[{"href":"https:\/\/fin.wp.shu.edu.tw\/index.php?rest_route=\/wp\/v2\/pages\/124","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/fin.wp.shu.edu.tw\/index.php?rest_route=\/wp\/v2\/pages"}],"about":[{"href":"https:\/\/fin.wp.shu.edu.tw\/index.php?rest_route=\/wp\/v2\/types\/page"}],"author":[{"embeddable":true,"href":"https:\/\/fin.wp.shu.edu.tw\/index.php?rest_route=\/wp\/v2\/users\/16"}],"replies":[{"embeddable":true,"href":"https:\/\/fin.wp.shu.edu.tw\/index.php?rest_route=%2Fwp%2Fv2%2Fcomments&post=124"}],"version-history":[{"count":0,"href":"https:\/\/fin.wp.shu.edu.tw\/index.php?rest_route=\/wp\/v2\/pages\/124\/revisions"}],"up":[{"embeddable":true,"href":"https:\/\/fin.wp.shu.edu.tw\/index.php?rest_route=\/wp\/v2\/pages\/98"}],"wp:attachment":[{"href":"https:\/\/fin.wp.shu.edu.tw\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=124"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/fin.wp.shu.edu.tw\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=124"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/fin.wp.shu.edu.tw\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=124"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}