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Essentials of Excel VBA, Python, and R: Volume II: Financial Derivatives, Risk Management and Machine Learning

Second edition, 2023

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Credit valuation adjustment of cap and floor with counterparty risk: a structural pricing model for vulnerable European options

Review of derivatives research, 2016-04, Vol.19 (1), p.41-64

Kao, Lie-Jane

2016

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A portfolio-invariant capital allocation scheme penalizing concentration risk

Economic modelling, 2015-12, Vol.51, p.560-570

Kao, Lie-Jane

2015

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Study Guide for Statistics for Business and Financial Economics: A Supplement to the Textbook by Cheng-Few Lee, John C. Lee and Alice C. Lee

2015, 2014

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Dividend changes and information about future profitability: an application of difference GMM

Applied economics letters, 2014-05, Vol.21 (7), p.505-508

2014

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Efficient Mixture Design Fitting Quadratic Surface with Quantile Responses Using First-degree Polynomial

Communications in statistics. Simulation and computation, 2016-04, Vol.45 (4), p.1365-1380

2016

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LOCALLY RISK-NEUTRAL VALUATION OF OPTIONS IN GARCH MODELS BASED ON VARIANCE-GAMMA PROCESS

International journal of theoretical and applied finance, 2012-03, Vol.15 (2), p.1250015-1250015

KAO, LIE-JANE

2012

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The Dynamic Model for Cancer Relapse Based on Two-Stage Model of Carcinogenesis

Communications in statistics. Theory and methods, 2012-05, Vol.41 (10), p.1701-1720

2012

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Time-changed GARCH versus the GARJI model for prediction of extreme news events: An empirical study

International review of economics & finance, 2012, Vol.21 (1), p.115-129

2012

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An application of a two-level non-Gaussian state-space model in the analysis of longitudinal papilloma count data

Mathematical biosciences, 2006-02, Vol.199 (2), p.121-140

Kao, Lie-Jane

2006

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LOCALLY RISK-NEUTRAL VALUATION OF OPTIONS IN GARCH MODELS BASED ON VARIANCE-GAMMA PROCESS

International journal of theoretical and applied finance, 2012-03, Vol.15 (2), p.1

Kao, Lie-Jane

2012

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A bound for efficiency in multiple response designs

Journal of statistical planning and inference, 2002-08, Vol.106 (1), p.235-244

2002

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Study guide for statistics for business and financial economics

2015 edition., 2014

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Discriminant Analysis and Factor Analysis: Theory and Method

Handbook of Financial Econometrics and Statistics, 2014, p.2461-2476

2014

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An Assessment of Copula Functions Approach in Conjunction with Factor Model in Portfolio Credit Risk Management

Handbook of Financial Econometrics and Statistics, 2014, p.299-316

2014

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Factor Copula for Defaultable Basket Credit Derivatives

Handbook of Financial Econometrics and Statistics, 2014, p.639-655

2014

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A VG-NGARCH Model for Impacts of Extreme Events on Stock Returns

Handbook of Financial Econometrics and Statistics, 2014, p.2263-2279

2014

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Introduction

Essentials of Excel VBA, Python, and R, 2023, p.1-3

2023

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