{"id":27046,"date":"2022-04-07T00:24:07","date_gmt":"2022-04-06T16:24:07","guid":{"rendered":"https:\/newsletter.sinica.edu.tw\/?p=27046"},"modified":"2022-08-17T07:56:38","modified_gmt":"2022-08-16T23:56:38","slug":"%e6%9c%9f%e5%88%8a%e3%80%89%e3%80%8a%e8%87%ba%e7%81%a3%e7%b6%93%e6%bf%9f%e9%a0%90%e6%b8%ac%e8%88%87%e6%94%bf%e7%ad%96%e3%80%8b%e7%ac%ac52%e5%8d%b7%e7%ac%ac2%e6%9c%9f%e5%b7%b2%e5%87%ba%e7%89%88","status":"publish","type":"post","link":"https:\/newsletter.sinica.edu.tw\/27046\/","title":{"rendered":"\u671f\u520a\u3009\u300a\u81fa\u7063\u7d93\u6fdf\u9810\u6e2c\u8207\u653f\u7b56\u300b\u7b2c52\u5377\u7b2c2\u671f\u5df2\u51fa\u7248"},"content":{"rendered":"<p>\u672c\u9662\u7d93\u6fdf\u7814\u7a76\u6240\u671f\u520a\u300a\u81fa\u7063\u7d93\u6fdf\u9810\u6e2c\u8207\u653f\u7b56\u300b\u7b2c52\u5377\u7b2c2\u671f\u5df2\u51fa\u7248\uff0c\u672c\u671f\u76ee\u9304\u5982\u4e0b\uff1a<\/p>\n<p>\u3010\u5c08\u8ad6\u3011<br \/>\n1.\u5085\u7956\u58c7\u3001\u9ec3\u7f8e\u745b\u3001\u5433\u6dd1\u83ef\uff0c\u3008\u80a1\u5e02\u653f\u7b56\u8207\u4e2d\u570b\u8b49\u5238\u696d\u8fd1\u671f\u4e4b\u751f\u7522\u529b\u52d5\u614b\u7e3e\u6548\u7814\u7a76\u3009<br \/>\n2.Zixiong Xie, Shyh-Wei Chen, and An-Chi Wu, \u201cThe Impact of External Shocks on the Volatility of Stock Returns: New Evidence from Four Developed Countries\u201d<br \/>\n3.Ray Yeutien Chou, Tso-Jung Yen, and Yu-Min Yen, \u201cForecasting Expected Shortfall and Value-at-Risk with Realized Variance Measures and the FZ Loss\u201d<\/p>\n<p>\u3010\u9810\u6e2c\u8207\u5c55\u671b\u3011<br \/>\n\u58f9\u30012022\u5e74\u81fa\u7063\u7d93\u6fdf\u60c5\u52e2\u7e3d\u5c55\u671b<br \/>\n\u8cb3\u3001\u81fa\u7063\u7d93\u6fdf\u6700\u8fd1\u60c5\u52e2<br 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