期刊論文1. | Diebold, Francis X.、Inoue, Atsushi(2001)。Long Memory and Regime Switching。Journal of Econometrics,105,131-159。 |
2. | Kau, J. B.、Keenan, D. C.、Muller, Walter J. III、Epperson, J. F.(1995)。The Valuation at Origination of Fixed-Rate Mortgages with Default and Prepayment。The Journal of Real Estate Finance and Economics,11(1),5-39。 |
3. | Bardhan, A.、Karapandža, R.、Urošević, B.(2006)。Valuing Mortgage Insurance Contracts in Emerging Market Economies。Journal of Real Estate Finance and Economics,32(1),9-20。 |
4. | Merton, Robert C.(1976)。Option Pricing When Underlying Stock Returns are Discontinuous。Journal of Financial Economics,3(1/2),125-144。 |
5. | Black, Fischer、Scholes, Myron S.(1973)。The Pricing of Options and Corporate Liabilities。Journal of Political Economy,81(3),637-654。 |
6. | Kau, James B.、Keenan, Donald C.(1995)。An Overview of the Option-Theoretic Pricing of Mortgages。Journal of Housing Research,6(2),217-244。 |
7. | Kau, J. B.、Keenan, D. C.(1999)。Catastrophic Default and Credit Risk for Lending Institutions。Journal of Finance Services Research,15(2),87-102。 |
8. | Kau, James B.、Keenan, Donald C.、Muller, Walter J. III(1993)。An Option-Based Pricing Model of Private Mortgage Insurance。The Journal of Risk and Insurance,60(2),288-299。 |
9. | Kau, J. B.、Keenan, D. C.、Muller, Walter J. III、Epperson, J. F.(1992)。A Generalized Valuation Model for Fixed-Rate Residential Mortgages。Journal of Money, Credit and Banking,24(3),279-299。 |
10. | Vasicek, Oldrich Alfonso(1977)。An Equilibrium Characterization of the Term Structure。Journal of Financial Economics,5(2),177-188。 |
11. | Hamilton, James D.(1989)。A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle。Econometrica: Journal of the Econometric Society,57(2),357-384。 |
12. | Timmermann, Allan(2000)。Moments of Markov Switching Models。Journal of Econometrics,96(1),75-111。 |
13. | Canner, Glenn B., et al.(1994)。Private mortgage insurance。Federal Reserve Bulletin,80,883-899。 |
14. | Chen, Ming-Chi, et al.(2010)。Estimation of housing price jump risks and their impact of the valuation of mortgage insurance contracts。Journal of Risk and Insurance,77,399-422。 |
15. | Crawford, Gordon W.、Fratantoni, Michael C.(2003)。Assessing the forecasting performance of regime-switching, ARIMA and GARCH models of house prices。Real Estate Economics,31(2),223-243。 |
16. | Dolde, Walter、Tirtiroglu, Dogan(1997)。Temporal and spatial information diffusion in real estate price changes and variances。Real Estate Economics,25,539-565。 |
17. | Financial Accounting Standards Board(1998)。Accounting for derivative instruments and hedging activities。Statement of Financial Accounting Standards,133。 |
18. | International Accounting Standard Board(2003)。Financial instruments: Recognition and measurement。International Accounting Standard,39。 |
19. | Miles, William(2008)。Volatility clustering in U.S. home prices。Journal of Real Estate Research,30,73-90。 |
20. | Miller, Norman、Pen, Liang(2006)。Exploring metropolitan housing price volatility。Real Estate Economics,33,5-18。 |