Affiliation: | 1. Fengchia University, Taiwan;2. Department of Statistics, Tunghai University, Taiwan;3. National Chiao Tung University, Taiwan;4. Institute of Finance, National Chiao Tung University, Taiwan;1. Department of Finance, Fujian Business University, 19, Huang Pu, Gulou District, Fuzhou, Fujian, People''s Republic of China;2. Department of Finance, College of Economics, Jinan University, No. 601 Huangpu Avenue West, Guanzhou, Guandong 510632, People’s Republic of China;1. Western Kentucky University, Bowling Green KY42101, USA;2. Utah Valley University, Orem, UT 84058, USA;3. Indiana Business Research Center, Indiana University, Bloomington, IN 47405, USA;1. Department of Finance, National Taiwan University, Taiwan;2. Institute of Statistical Science, Academia Sinica, Taiwan;3. Department of Finance, National Sun Yat-sen University, Taiwan;1. Department of Financial Engineering and Actuarial Mathematics, Soochow University, 56, Kuei-Yang Street, Section 1, Taipei 100, Taiwan;2. Deputy Manager, Market Risk Management Department, Fubon Financial Holding Company, Taiwan;1. California State University, USA;2. National Chiao Tung University, Taiwan;3. Providence University, Taiwan;4. China University of Technology, Taiwan |