1.         Modelling and Forecasting Smooth Transition Realized Volatility

MOST 104-2410-H-035-004    MOST: the Ministry of Science and Technology, Taiwan

2015/8-2016/7

Chief Investigator

2.        Bayesian inference of time series of counts and related nonlinear models

MOST 103-2118-M-035 -002 -MY2

2014/8-2016/7

Chief Investigator

3.        Bayesian estimation, forecasting, and testing for financial time series

NSC 101-2118-M-035 -006 –MY2       NSC: the National Science Council, Taiwan

2012/8 -2014/7

2012/8 -2014/7

Chief Investigator

4.        Modelling Structure Changes in Financial Time Series: A Bayesian Approach

NSC 99-2118-M-035 -001 –MY2

2010/8 -2012/7

Chief Investigator

5.        Promoting Taiwan's International Visibility in Statistical Computing Research

NSC 98-2911-I-035 -003

2009/8 -2012/7

Chief Investigator

6.        Quantile inference to dynamic value at risk

NSC 96-2118-M-035 -002 -MY3

2007/8 -2010/7

Chief Investigator

7.         New Developments in Financial Econometrics III

1.1.2008 – 12.31.2008

07G27503

Chief Investigator

8.        New Developments in Financial Econometrics II

3.1.2007 – 12.31.2007

06G27022

Chief Investigator

9.        Testing for Nonlinearity And Asymmetry in Financial Time Series (1/2) (2/2)

NSC94-2118-M-035-001, NSC95-2118-M-035-001

2005/8 -2006/7, 2006/8 -2007/7

Chief Investigator

10.     New Developments in Financial Econometrics I

94GB67, FCU

1.1.2006 – 12.31.2006

Chief Investigator

11.      Study of asymmetric volatility and forecasting volatility

NSC93-2118-M-035-003

2004/8 -2005/7

Chief Investigator

12.     Modeling of Financial Time Series Data

NSC90-2118-M-035-008, NSC91-2118-M-035-002, NSC92-2118-M-035-001,

2001/8 –2004/7

Chief Investigator

13.     Mathematical and Statistical modeling of HIV Epidemiology in Taiwan

DOH91-DC-1059, DOH92-DC-1026

2002/1 – 2002/12, 2003/1 – 2003/12

Co-Investigator

14.     The Investigation of the Social Science Research Methods

FCU-RD-89-05, FCU-RD-90-05

2000/8 – 2002/7

Chief Investigator

15.     On the Study of fractional cointegrated economic variables

FCU-RD-90-051, FCU-RD-89-052

2000/ 8 – 2002/7

Chief Investigator

16.     Bayesian Analysis of HIV Epidemic Model

NSC90-2118-M-005-001

2001/8 – 2002/7

Co-Investigator

17.      The Study of Goodness of Fit for Time Series Models: a Bayesian Approach

NSC89-2118-M-035-003, NSC90-2118-M-035-001 

1999/8 - 2001/7

Chief Investigator

18.     Robust Bayesian Estimation and Model Selection in Nonlinear Time Series

NSC87-2118-M-035-004, NSC88-2118-M-035-001 

1997/8 –1999/7 

Chief Investigator

19.     Estimation and Prediction of Growth curve models

NSC86-2115-M-009-027 

1996/8 – 1997/7

Co-Investigator

20.    On the Selection of Best Subset Threshold Autoregressive Time Series Models 

NSC86-2115-M-035-017 

1996/8 – 1997/7

Chief Investigator

21.     Application of Power Transformation in Nonlinear Time Series Models 

NSC 84-2121-M-035-007 

1994/8 – 1995/7

Chief Investigator

22.     Outliers Detection in Nonlinear Time Series 

NSC83-0208-M-035-011 

1994/2 – 1994/7

Chief Investigator

23.     Bayesian Analysis of Nonlinear Time Series 

NSC 82-0115-M-035-012-T 

1993/4 – 1994/3

Chief Investigator