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-NGARCH Model 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 Probability of 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.