黃裕烈 教授
- 現 職：國立清華大學計量財務金融學系 教授
- 專線電話：02-86741111
- 校內分機：66852
- 傳真電話：02-86715905
- 電子信箱：ylihuang@mx.nthu.edu.tw
- 個人網站：
個人著作
| 題目 | 作者姓名 | 期刊名稱 | 出版 年份 |
期別及 起訖頁數 |
出版社 及出版地 |
|---|---|---|---|---|---|
| Re-examining the Permanent Income Hypothesis with Uncertainty in Permanent and Transitory Innovation States | Huang, Yu-Lieh, Chao-Hsi Huang, and Chung-Ming Kua | Journal of Macroeconomics | 2008 | 3, 1816-1836 | |
| Beyond the Bull and the Bear: Demarcating Stable and Turbulent Regimes in Stock Markets | Huang, Yu-Lieh and Chai-Wen Ho | Economic Bulletin | 2008 | 3, 1-11 | |
| An Alternative Estimation Algorithm for Innovation Regime-Switching Models | Huang, Yu-Lieh | Applied Economics Letters | 2008 | 15, 225-229 | |
| The Persistence of Taiwan's Output Fluctuations: An Empirical Study using Innovation Regime-Switching Model | Huang, Yu-Lieh and Chao-Hsi Huang | Applied Economics | 2007 | 39, 2673-2679 | |
| On the Pricing of Collateralized Debt Obligation: A Copula Function Approach | Huang, Yu-Lieh | Academia Economic Papers | 2007 | 35, 21-52 | |
| An Unobserved-Component Model with Switching Permanent and Transitory Innovations | Kuan, Chung-Ming, Yu-Lieh Huang, and Ray S. Tsay | Journal of Business and Economic Statistics | 2005 | 23, 443-454 | |
| Reference Cycles: The CEPD Methodology Revisited | Huang, Yu-Lieh, Chi-Chang Hsu, and Hai-Wei Chen | Taiwan Economic Review | 2005 | 33, 295-319 | |
| Identifying the Turning Points of Business Cycles and Forecasting Economic Growth Rates in Taiwan | Huang, Yu-Lieh, Chung-Ming Kuan, and Kenneth Lin | Taiwan Economic Review | 1998 | 26, 431-457 | |
| Robust Good-Deal Bounds in Incomplete Markets | Huang, Yu-Lieh and Chao-An Lai | Paper presented as a selected paper at the Annual Conference of the Taiwan Econometric Society | November 2, 2013 | Taipei, Taiwan | |
| Robust Good-Deal Bounds in Incomplete Markets | Huang, Yu-Lieh and Chao-An Lai | Paper presented at the 17th International Congress on Insurance: Mathematics and Economics (IME 2013) | July 1-3, 2013 | Copenhagen |
