Introduction to Financial Econometrics and Statistics.- Experience, Information Asymmetry, and Rational Forecast Bias.- An Overview of Modeling Dimensions for Performance Appraisal of Global Mutual Funds.- Simulation as a Research Tool for Market Architects.- Motivations for Issuing Putable Debt: An Empirical Analysis.- Multi Risk-Premia Model of U.S. Bank Returns: An Integration of CAPM and APT.- Non-Parametric Bounds for European Option Prices.- Can Time-Varying Copulas Improve Mean-Variance Portfolio?- Determinations of Corporate Earnings Forecast Accuracy: Taiwan Market Experience.- Market-Based Accounting Research (MBAR) Models: A Test of ARIMAX Modeling.- An Assessment of Copula Functions Approach in Conjunction with Factor Model in Portfolio Credit Risk Management.- Assessing Importance of Time-Series versus Cross-Sectional Changes in Panel Data: A Study of International Variations in Ex-Ante Equity Premia and Financial Architecture.- Does Banking Capital Reduce Risk?: An Application of Stochastic Frontier Analysis and GMM Approach.- Evaluating Long-Horizon Event Study Methodology.- Effect of Unexpected Volatility Shocks on Intertemporal Risk-Return Relation.- Combinatorial Methods for Constructing Credit Risk Ratings.- Dynamic Interactions in the Taiwan Stock Exchange: A Threshold VAR Model.- Methods of Denoising Financial Data.- Analysis of Financial Time-Series using Wavelet Methods.- Composite Goodness-of-Fit Tests for Left Truncated Loss Sample.- Effect of Merger on the Credit Rating and Performance of Taiwan Security Firms.- On-/off-the-Run Yield Spread Puzzle: Evidence from Chinese Treasury Markets.- Factor Copula for Defaultable Basket Credit Derivatives.- Panel Data Analysis and Bootstrapping: Application to China Mutual Funds.- Market Segmentation and Pricing of Closed-end Country Funds: An Empirical Analysis.- A Comparison of Portfolios using Different Risk Measurements.- Using Alternative Models and a Combining Technique in Credit Rating Forecasting: An Empirical Study.- Can We Use the CAPM as an Investment Strategy?: An Intuitive CAPM and Efficiency Test.- Group Decision Making Tools for Managerial Accounting and Finance Applications.- Statistics Methods Applied in Employee Stock Options.- Structural Change and Monitoring Tests.- Consequences of Option Pricing of a Long Memory in Volatility.- Seasonal aspects of Australian electricity market.- Pricing Commercial Timberland Returns in the United States.- Optimal Orthogonal Portfolios with Conditioning Information.- Multi­Factor, Multi­Indicator Approach to Asset Pricing: Method and Empirical Evidence.- Binomial OPM, Black-Scholes OPM and Their Relationship: Decision Tree and Microsoft Excel Approach.- Dividend Payments and Share Repurchases of U.S. Firms: An Econometric Approach.- Term Structure Modeling and Forecasting Using the Nelson-Siegel Model.- The intertemporal relation between expected return and risk on currency.- Quantile Regression and Value-at-Risk.- Earnings Quality and Board Structure: Evidence from South East Asia.- Rationality and Heterogeneity of Survey Forecasts of the Yen-Dollar Exchange Rate: A Reexamination.- Stochastic Volatility Structures and Intra-Day Asset Price Dynamics.- Optimal Asset Allocation under VaR Criterion: Taiwan Stock Market.- Applications of Switching Model in Finance and Accounting.- Matched Sample Comparison Group Analysis.- A Quasi-Maximum Likelihood Estimation Strategy for Value-at-Risk Forecasting: Application to Equity Index Futures Markets.- Computer Technology for Financial Service.- Long-Run Stock Return and the Statistical Inference.- Value-at-Risk Estimation via a Semi-Parametric Approach: Evidence from the Stock Markets.- Modeling Multiple Asset Returns by a Time-Varying t Copula Model.- Internet Bubble Examination with Mean-Variance Ratio.- Quantile Regression in Risk Calibration.- Strike Prices of Options for Overconfident Executives.- Density and Conditional Distribution Based Specification Analysis.- Assessing the Performance of Estimators Dealing with Measurement Errors.- Realized Distributions of Dynamic Conditional Correlation and Volatility Thresholds in the Crude Oil, Gold and Dollar/Pound Currency Markets.- Pre-IT Policy, Post-IT Policy, and the Real Sphere in Turkey.- Determination of Capital Structure: A LISREL Model Approach.- Evaluating the Effectiveness of Futures Hedging.- Evidence on Earning Management by Integrated Oil and Gas Companies.- A Comparative Study of Two Models SV with MCMC Algorithm.- Internal Control Material Weakness, Analysts Accuracy and Bias, and Brokerage Reputation.- What Increases Banks Vulnerability to Financial Crisis: Short-Term Financing or Illiquid Assets?- Accurate Formulae for Evaluating Barrier Options with Dividends Payout and the Application in Credit Risk Valuation.- Pension Funds: Financial Econometrics on the Herding Phenomenon in Spain and the United Kingdom.- Estimating the Correlation of Asset Returns: A Quantile Dependence Perspective.- Multi-Criteria Decision Making for Evaluating Mutual Funds Investment Strategies.- Econometric Analysis of Currency Carry Trade.- Analytical Bounds for Treasury Bond Futures prices.- Rating Dynamics of Fallen Angels and their Speculative Grade-Rated Peers: Static vs. Dynamic Approach.- Creation and Control of Bubbles: Managers Compensation Schemes, Risk Aversion, and Wealth and Short Sale Constraints.- Range Volatility: A Review of Models and Empirical Studies.- Business Models: Applications to Capital Budgeting, Equity Value, and Return Attribution.- VAR Models: Estimation, Inferences, and Applications.- Model Selection for High-Dimensional Problems.- Hedonic Regression Models.- Optimal Payout Ratio under Uncertainty and the Flexibility Hypothesis: Theory and Empirical Evidence.- Modeling Asset Returns with Skewness, Kurtosis, and Outliers.- Alternative Models for Estimating the Cost of Equity Capital for Property/Casualty Insurers: Combined Estimator Approach.- A VG-NGARCHModel for Impacts of Extreme Events on Stock Returns.- Risk-Averse Portfolio Optimization via Stochastic Dominance Constraints.- Implementation Problems and Solutions in Stochastic Volatility Models of the Heston Type.- Stochastic Change-Point Models of Asset Returns and Their Volatilities.- Unspanned Stochastic Volatilities and Interest Rate Derivatives Pricing.- Alternative Equity Valuation Models.- Time Series Models to Predict the Net Asset Value (NAV) of an Asset Allocation Mutual Fund VWELX.- Discriminant Analysis and Factor Analysis: Theory And Method.- Implied Volatility: Theory and Empirical Method.- Measuring Credit Risk in a Factor Copula Model.- Instantaneous Volatility Estimation by Nonparametric Fourier Transform Methods.- A Dynamic CAPM with Supply Effect Theory and Empirical Results.- A Generalized Model for Optimum Futures Hedge Ratio.- Instrument Variable Approach to Correct for Endogeneity in Finance.- Application of Poisson Mixtures in the Estimation of Probabilityof Informed Trading.- CEO Stock Options and Analysts Forecast Accuracy and Bias.- Option Pricing and Hedging Performance under Stochastic Volatility and Stochastic Interest Rates.- THE LE CHÂTELIER PRINCIPLE OF THE CAPITAL MARKET EQUILIBRIUM.- Econometric Measures of Liquidity.