Journal Papers (*corresponding author)
1. 林朕陞*, 洪福聲, 朱美麗 (2020), 「租稅負擔與地下經濟的門檻效果─臺灣的實證研究」,《經濟論文》,48(4), 511-555。(TSSCI,
第1級)
2. 林朕陞 (2020), 「臺灣地下經濟之實證分析─地下經濟與通貨膨脹的門檻效果」,《臺灣銀行季刊》, 71(3), 58-97。(本文榮獲
2019臺灣銀行經濟金融論文獎)
3. 林朕陞*, 洪福聲 (2019), 「臺灣的金融發展和經濟成長: 地下經濟的角色」,《經濟研究》,55(1), 71-114。(TSSCI, 第2級)
第1級)
2. 林朕陞 (2020), 「臺灣地下經濟之實證分析─地下經濟與通貨膨脹的門檻效果」,《臺灣銀行季刊》, 71(3), 58-97。(本文榮獲
2019臺灣銀行經濟金融論文獎)
3. 林朕陞*, 洪福聲 (2019), 「臺灣的金融發展和經濟成長: 地下經濟的角色」,《經濟研究》,55(1), 71-114。(TSSCI, 第2級)
Working Papers
1. "Modeling the Continuous and Jump Dynamics of Stock Movements Using Price Range," (joint with Ray Yeutien Chou) Links
(Open in New Window)
2. "Forecasting Volatility with Multi-Horizon Extreme Values: The Heterogeneous Conditional Autoregressive Range Model,"
(joint with Ray Yeutien Chou and Shou-Yung Yin)
(Open in New Window)
2. "Forecasting Volatility with Multi-Horizon Extreme Values: The Heterogeneous Conditional Autoregressive Range Model,"
(joint with Ray Yeutien Chou and Shou-Yung Yin)
Work in progress
1. "Dose the Timing of High and Low Extreme Prices Matter in Forecasting Financial Volatility?," (joint with Ray Yeutien Chou).
2. "Range-Based Volatility Modeling with Asymmetric Jumps and Continuous Variations," (joint with Ray Yeutien Chou).
3. "The Non-Linear Relationship between Tax Burden and Shadow Economy: Evidence from Panel Data in OECD Countries".
4. "Shadow Economy and Household Income Inequality: New Empirical Evidence from Taiwan" .
5. "臺灣 R&D 活動與經濟成長:金融發展的角色," (joint with Fu-Sheng Hung).
2. "Range-Based Volatility Modeling with Asymmetric Jumps and Continuous Variations," (joint with Ray Yeutien Chou).
3. "The Non-Linear Relationship between Tax Burden and Shadow Economy: Evidence from Panel Data in OECD Countries".
4. "Shadow Economy and Household Income Inequality: New Empirical Evidence from Taiwan" .
5. "臺灣 R&D 活動與經濟成長:金融發展的角色," (joint with Fu-Sheng Hung).
Conference Presentations
1. Chen-Sheng Lin, Ray Yeutien Chou, and Shou-Yung Yin, "Modeling Long Memory Volatility Using High-Low Price
Range," 2022年臺灣財務金融學會年會暨國際研討會, 國立陽明交通大學資訊管理與財務金融學系, June 17-18, 2022.
2. Chen-Sheng Lin, Ray Yeutien Chou, and Shou-Yung Yin, "Forecasting Volatility with Multi-Horizon Extreme Values:
A Heterogeneous Conditional Autoregressive Range Model," 2022年商管學術與實務研討會, 景文科技大學商管學院,
April 29, 2022.
3. Chen-Sheng Lin, Ray Yeutien Chou, and Shou-Yung Yin, "Forecasting Volatility with Multi-Horizon Extreme Values:
A Heterogeneous Conditional Autoregressive Range Model," 2022 財務金融與管理研討會, 南華大學管理學院財務金
融學系暨財務管理研究所, March 12, 2022.
4. Chen-Sheng Lin and Ray Yeutien Chou, "Range-Based Volatility Modeling with Asymmetric Jumps and Continuous
Variations," The 28th Annual Conference on Pacific Basin Finance, Economics,Accounting and Management &
The 14th NCTU International Finance Conference, National Chiao Tung University, Jaunary 7~8, 2021.
5. Chen-Sheng Lin and Ray Yeutien Chou, "Range-Based Volatility Modeling with Asymmetric Jumps and Continuous
Variations," The 28th Securities and Financial Markets Conference, National Sun Yat-Sen University, December 11, 2020.
6. 林朕陞, 洪福聲, 朱美麗, "租稅負擔與地下經濟的門檻效果─臺灣的實證研究," 第十屆海峽兩岸財經前沿問題論壇- "更好的
全球化” 學術研討會, 國立政治大學台灣研究中心, October 25, 2019.
Range," 2022年臺灣財務金融學會年會暨國際研討會, 國立陽明交通大學資訊管理與財務金融學系, June 17-18, 2022.
2. Chen-Sheng Lin, Ray Yeutien Chou, and Shou-Yung Yin, "Forecasting Volatility with Multi-Horizon Extreme Values:
A Heterogeneous Conditional Autoregressive Range Model," 2022年商管學術與實務研討會, 景文科技大學商管學院,
April 29, 2022.
3. Chen-Sheng Lin, Ray Yeutien Chou, and Shou-Yung Yin, "Forecasting Volatility with Multi-Horizon Extreme Values:
A Heterogeneous Conditional Autoregressive Range Model," 2022 財務金融與管理研討會, 南華大學管理學院財務金
融學系暨財務管理研究所, March 12, 2022.
4. Chen-Sheng Lin and Ray Yeutien Chou, "Range-Based Volatility Modeling with Asymmetric Jumps and Continuous
Variations," The 28th Annual Conference on Pacific Basin Finance, Economics,Accounting and Management &
The 14th NCTU International Finance Conference, National Chiao Tung University, Jaunary 7~8, 2021.
5. Chen-Sheng Lin and Ray Yeutien Chou, "Range-Based Volatility Modeling with Asymmetric Jumps and Continuous
Variations," The 28th Securities and Financial Markets Conference, National Sun Yat-Sen University, December 11, 2020.
6. 林朕陞, 洪福聲, 朱美麗, "租稅負擔與地下經濟的門檻效果─臺灣的實證研究," 第十屆海峽兩岸財經前沿問題論壇- "更好的
全球化” 學術研討會, 國立政治大學台灣研究中心, October 25, 2019.