徐 之 強
職稱: 教授
專長: 計量理論與應用、時間數列分析、國際金融

學歷: 1998年國立台灣大學經濟學博士

學術著作:

A. 期刊論文

  • 徐之強(2004),台灣製造業垂直分工與產業聚集之關係(與詹立宇、張明宗合著),經濟論文叢刊,32:4, pp.483-511.(TSSCI,EconLit)

  • 徐之強(2004),多變量動態因子預測方法應用之研究(與陳雅玫、高志祥合著),中華民國台灣地區國民經濟動向統計季報,Vol. 104, pp.52-67.

  • 徐之強(2004),美國存託憑證報酬與風險傳遞之研究(與周冠男、吳昭勳合著),中山管理評論,Vol. 12, pp. 37-62 . (TSSCI)

  • 徐之強(2002),資產價格與中央銀行政策-台灣的實證分析(與陳南光合著),中央銀行季刊,Vol. 24, pp. 45-82.

  • Hsu, C.-C (2001), Change-Point Estimation in Regressions with I(d) Variables, Economics Letters, Vol. 70, pp. 147-155. (SSCI)

  • 徐之強(2001),多次結構變動下趨勢穩定與差分穩定之認定—台灣總體資料實證研究,經濟論文, Vol. 29, pp. 321-339. (EconLit, TSSCI)

  • Hsu, C.-C (2001), Distinguishing between Trend-Break Models: Method and Empirical Evidence (with C.-M. Kuan), Econometrics Journal, Vol. 4, pp. 171-190. (JEL, EconLit)

B. 研討會論文

  • Chen, N.-K., C.-C. Hsu, and C. K. Y. Leung (2004), Structural Break or Asymmetry? An Empirical Study of Stock Wealth Effect on Consumption, presented at the Far Eastern Meeting of the Econometric Society, Korea, July, 2004.

  • Hsu, C.-C., R. Chou, and E. Hsieh (2004), Decimalization, Market Liquidity, and Transaction Durations, presented at the 12th Conference on the Theories and Practices of Securities and Financial Markets, Kaohsiung, December, 2004.

  • Hsu, C.-C. and R. K. Chou (2003), Robust Measurements of Size and Book-to-Market Premia, presented at the conference of European Financial Management Association, Helsinki, Finland, June 25-28, 2003

  • 徐之強,周賓凰,李偉誠 (2002),「門檻模型與共同基金績效評估」。第三屆全國實證經濟學論文研討會,國立暨南國際大學。

 
教授課程:
高等數量方法、計量經濟學、外匯市場、統計學、經濟預測