期刊論文
| 期刊年份 | 期刊名稱 | 期刊類別 |
|---|---|---|
| 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, 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,, | SCI |
| 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 | 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 |
| 2024 | Hsin-Chieh Wong*, Valid Post-Averaging Inference in AR-G/GARCH Models, International Conference for Statistics and Data Science (ICSDS), 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 |
| 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 |
| 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 | 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 |
| 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 |
| 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 |
|---|---|---|---|
| 2024/5/23 | 審查人 | Applied Mathematics-A Journal of Chinese Universities | |
| 2024/4/17 | 演講 | Institute of Statistical Science, Academia Sinica | Valid Post-Averaging Inference in AR-G/GARCH Models |
| 2024/3/22 | 演講 | Department of Applied Statistics and Information Science, Ming Chuan University | FinTech for Data Scientists |
| 2023/8/1 | 委員會委員 | 校圖書委員 | |
| 2023/08/01 | 委員會委員 | 統計學系 | 學生事務委員會 |
| 2023/03/25 | 審查人 | Journal of Statistical Computation and Simulation | |
| 2023/01/17 | 演講 | 2022 Taiwan Mathematical Society Annual Meeting | A Theory of FinTech: Stablecoins |
| 2022/12/26 | 演講 | Department of Finance, Shih Hsin University | A Theory of FinTech: Double Spend Races, Stablecoins, and Wisdom of the Crowd |
| 2022/10/31 | 演講 | Institute of Statistical Science, Academia Sinica | FinTech for Data Scientists: Marketability, Cryptocurrencies, MIDAS Regression, and Heavy-Tailed Innovations |
| 2022/10/21 | 演講 | Institute of Statistics, National Tsing Hua University | Optimal Structure and Credit Spreads in Stablecoin |
| 2022/08/01 | 其他 | 統計學系 | 111學年度學士班導師 |
| 2022/08/01 | 委員會委員 | 統計系 | 校圖書委員 |
| 2020/12/02 | 演講 | National Chin-Yi University of Technology | A Theory of FinTech |
| 2020 | 演講 | 22nd Conference of the International Federation of Operational Research Societies Conference | Marketability and Discrete Options with Jump Risk |
| 2019/12/14 | 演講 | 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 | 演講 | Department of Mathematics, National Central University | Application of Convergence to Types: Limit Distributions for Extremes |
| 2019/04/01 | 演講 | Department of Mathematical Sciences, National Chengchi University | Marketability and Discrete Options with Jump Risk |
| 2019/03/27 | 演講 | Department of Applied Mathematics, Feng Chia University | Marketability and Discrete Options with Jump Risk |
| 2018/12/8 | 學會、研討會 | The 26th Conference on the Theories and Practices of Securities and Financial Markets | Discussant |
| 2018/12/14 | 演講 | Department of Mathematics, National Central University | Corrected Diffusion Approximations for A Perturbed Random Walk |
| 2018/11/09 | 演講 | 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 | 演講 | The 27th South Taiwan Statistics Conference Department of Statistics | Robust Test of Stock Return Predictability under Heavy-Tailed Innovations |
| 2017/06/17 | 演講 | 1st International Conference on Econometrics and Statistics | Robust Test of Stock Return Predictability under Heavy-Tailed Innovations |
| 2017 | 演講 | Graduate Institute of Statistics, National Central University | Marketability and Discrete Options with Jump Risk |
| 2017 | 演講 | 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 |