期刊論文

期刊年份 期刊名稱 期刊類別
2025 Hsin-Chieh Wong*, Clarifying the Asymptotic Behavior of the Overshoot in Random Walks, Electronic Communications in Probability, 30, 1-12 SCI
2025 Hsin-Chieh Wong*, Valid Post-Averaging Inference in AR-G/GARCH Models, Journal of Time Series Analysis,, SCI
2025 Hsin-Chieh Wong, Meng-Hua Chung, Cheng-Der Fuh, and Tianxiao Pang*, Robust Tests of Stock Return Predictability under Heavy-tailed Innovations, Applied Mathematics-A Journal of Chinese Universities, 40, 149-168 SCI
2024 Shang-Yuan Shiu and Hsin-Chieh Wong*, Robust Inference in AR-G/GARCH Models under Model Uncertainty, Electronic Journal of Statistics, 18(1), 1970-2020 SCI
2023 Sheng-Feng Luo* and Hsin-Chieh Wong, Continuity Correction: On the Pricing of Discrete Double Barrier Options, Review of Derivatives Research, 26, 51-90 SSCI, MOST (2020) Finance Ranking: A or A-
2022 Hsin-Chieh Wong* and Wen-Jen Tsay, Mallows Model Averaging Estimator for the MIDAS Model with Almon Polynomial Weight, Statistica Sinica, 32(4), 1811-1833 SCI

研討會論文

研討會舉行年份 論文發表篇名
2024 Hsin-Chieh Wong*, Valid Post-Averaging Inference in AR-G/GARCH Models, International Conference for Statistics and Data Science (ICSDS), Taipei, Taiwan
2024 Wen-Jen Tsay* and Hsin-Chieh Wong, Asymptotic Normality of Series Estimators for Semiparametric Mixed Frequency Regression Models, WEAI 99TH ANNUAL CONFERENCE, Seattle, Washington, U.S.A
2024 Hsin-Chieh Wong*, Valid Post-Averaging Inference in AR-G/GARCH Models, The 33rd South Taiwan Statistics Conference, Kaohsiung, Taiwan
2023 Wen-Jen Tsay and Hsin-Chieh Wong*, Asymptotic Normality of Series Estimators for Semiparametric Mixed Frequency Regression Models, Macroeconometric Modelling Workshop (MMW2023), Taipei, Taiwan
2023 Wen-Jen Tsay and Hsin-Chieh Wong*, Mixed Frequency Analysis: Consistent and Asymptotic Normality of Semiparametric MIDAS Regression Model, The 32nd South Taiwan Statistics Conference, Hualien, Taiwan
2023 Ching-Kang Ing, Wen-Jen Tsay, and Hsin-Chieh Wong*, Consistent Autoregressive Spectral Estimates under GARCH-type Noises, The 6th International Conference on Econometrics and Statistics (EcoSta 2023), Tokyo, Japan
2023 Yen-Chieh Chiang* and Hsin-Chieh Wong , Exploring Heteroscedastic MIDAS Model Combining Jackknife Model Averaging and Almon Polynomial Approach, The 32nd South Taiwan Statistics Conference, Hualien, Taiwan
2021 Shang-Yuan Shiu and Hsin-Chieh Wong*,Robust Inference for AR-G/GARCH Model with Mallows-type Model Averaging Estimator,The 30th South Taiwan Statistics Conference & 2021 Chinese Institute of Probability and Statistics Annual Meeting,Kaohsiung,Taiwan
2020 Cheng-Der Fuh, Steven Kou, Sheng-Feng Luo, and Hsin-Chieh Wong*,Marketability and Discrete Options with Jump Risk,22nd Conference of the International Federation of Operational Research Societies Conference,Seoul,Korea
2020 Hsin-Chieh Wong,Credit Spreads and Optimal Capital Structure with Endogenous Default and Mean Reversion,The 29th South Taiwan Statistics Conference & 2020 Chinese Institute of Probability and Statistics Annual Meeting,Chiayi,Taiwan
2019 Hsin-Chieh Wong* and Wen-Jen Tsay,Mallows Model Averaging Estimator for the MIDAS Model with Almon Polynomial Weight (parametric version),108 年統計學術研討會 當統計遇到AI,Hsinchu,Taiwan
2018 Cheng-Der Fuh, Tianxiao Pang, Hsin-Chieh Wong*, and Meng-Hua Chung,Robust Test of Stock Return Predictability under Heavy-Tailed Innovations,2018 CSA & NCU Joint Statistical Meetings In Celebration of the 40th Anniversary,Taoyuan,Taiwan
2018 Cheng-Der Fuh, Steven Kou, Sheng-Feng Luo, and Hsin-Chieh Wong*,Marketability and Discrete Options with Jump Risk,The 27th South Taiwan Statistics Conference Department of Statistics,Tainan,Taiwan
2018 Cheng-Der Fuh, Tianxiao Pang, Hsin-Chieh Wong*, and Meng-Hua Chung,Robust Test of Stock Return Predictability under Heavy-Tailed Innovations,The 27th South Taiwan Statistics Conference Department of Statistics,Tainan,Taiwan
2017 Cheng-Der Fuh, Steven Kou, Sheng-Feng Luo, and Hsin-Chieh Wong*,Marketability and Discrete Options with Jump Risk,第五屆台聯大學生統計論文研討會,Taoyuan,Taiwan
2017 Cheng-Der Fuh, Tianxiao Pang, Hsin-Chieh Wong*, and Meng-Hua Chung,Robust Test of Stock Return Predictability under Heavy-Tailed Innovations,1st International Conference on Econometrics and Statistics,Hong-Kong,China

專書

出版日期 書名

研究計畫

經費補助單位 計畫名稱 計畫執行開始日期 擔任角色
國科會 Model Averaging Predictor in an Infinite-Order Autoregressive Process 2024/08/01 主持人
國科會 Consistent Autoregressive Estimates under GARCH-type Noises 2022/09/01 主持人

學術與專業服務

年度 類別 機關/項目 職務
2025/06/08 期刊審查人 Taipei Economic Inquiry
2025/01/27 期刊審查人 Journal of Statistical Computation and Simulation
2024/5/23 期刊審查人 Applied Mathematics-A Journal of Chinese Universities
2024/4/17 Institute of Statistical Science, Academia Sinica Valid Post-Averaging Inference in AR-G/GARCH Models
2024/3/22 Department of Applied Statistics and Information Science, Ming Chuan University FinTech for Data Scientists
2024/11/6 期刊審查人 Statistics and Its Interface
2024/11/22 Institute of Statistics, National Yang Min Chiao Tung University Valid Post-Averaging Inference in AR-G/GARCH Models
2024/09/26 期刊審查人 Journal of the Chinese Statistical Association
2023/08/01 統計學系 學生事務委員會
2023/03/25 期刊審查人 Journal of Statistical Computation and Simulation
2023/01/17 2022 Taiwan Mathematical Society Annual Meeting A Theory of FinTech: Stablecoins
2022/12/26 Department of Finance, Shih Hsin University A Theory of FinTech: Double Spend Races, Stablecoins, and Wisdom of the Crowd
2022/10/31 Institute of Statistical Science, Academia Sinica FinTech for Data Scientists: Marketability, Cryptocurrencies, MIDAS Regression, and Heavy-Tailed Innovations
2022/10/21 Institute of Statistics, National Tsing Hua University Optimal Structure and Credit Spreads in Stablecoin
2022/08/01 統計系 校圖書委員
2022/08/01 統計學系 111學年度學士班導師
2020/12/02 National Chin-Yi University of Technology A Theory of FinTech
2020 22nd Conference of the International Federation of Operational Research Societies Conference Marketability and Discrete Options with Jump Risk
2019/12/14 108 年統計學術研討會 當統計遇到AI Mallows Model Averaging Estimator for the MIDAS Model with Almon Polynomial Weight
2019/04/12 Department of Mathematics, National Central University Application of Convergence to Types: Limit Distributions for Extremes
2019/04/01 Department of Mathematical Sciences, National Chengchi University Marketability and Discrete Options with Jump Risk
2019/03/27 Department of Applied Mathematics, Feng Chia University Marketability and Discrete Options with Jump Risk
2018/12/8 學會或研討會職務 The 26th Conference on the Theories and Practices of Securities and Financial Markets Discussant
2018/12/14 Department of Mathematics, National Central University Corrected Diffusion Approximations for A Perturbed Random Walk
2018/11/09 2018 CSA & NCU Joint Statistical Meetings In Celebration of the 40th Anniversary Robust Test of Stock Return Predictability under Heavy-Tailed Innovations
2018/06/29 The 27th South Taiwan Statistics Conference Department of Statistics Robust Test of Stock Return Predictability under Heavy-Tailed Innovations
2017/06/17 1st International Conference on Econometrics and Statistics Robust Test of Stock Return Predictability under Heavy-Tailed Innovations
2017 Graduate Institute of Statistics, National Central University Marketability and Discrete Options with Jump Risk
2017 Department of Mathematics, National Central University On Continuity Correction for First-Passage Times in Jump Diffusion Model

榮譽

獲獎年度 獲獎項目 頒發單位
2018 魏慶榮統計論文獎 The 27th South Taiwan Statistics Conference Department of Statistics