俞淑惠教授之著作目錄

(A) 期刊論文

1. S. H. Yu (2008). Prediction errors in nonstationary autoregression of infinite order, Accepted by Econometric Theory. SSCI. (with C.-K. Ing and Chor-yiu Sin)
2. S. H. Yu (2008). Toward optimal multistep forecasts in nonstationary autoregression. To appear in Bernoulli Journal. SCI. (with C.-K. Ing and Jin-Lung Lin)
3. 俞淑惠 (2006). 銀行評價:整合財務績效及金融商品創新,市場競爭力之觀點,台灣管理學刊,第6卷第1期,頁35-58(郭憲章,溫德威,吳壽山合著)【國科會認可之重要管理學專業期刊】
4.

Yu, S. H. (2003). On estimating conditional mean-squared prediction errors in autoregressive models. Journal of Time Series Analysis, 24(4):401-422. SCI. (with C.-K. Ing)

(D) 研討會論文 

1. Yu, S. H. (2005). A New Value at Risk Calculation in Instability Markets Subject to Volatility Clustering Phenomenon. 2005 NBER Conference. NBER/NSF/CFS satellite workshop on ‘Financial Risk and Time Series Analysis’ , Germany.
2. Yu, S. H. (2005). Time-Varying Dynamic Models for Predicting Corporate Distress. 2005 Joint Statistical Meeting, Minneapolis, U.S.A.
3. Yu, S. H. (2003). Model Selection for Logistic Regression Model with Mixed Type Explanatory Variables. Bernoulli Society East Asian and Pacific Regional (EAPR) Conference 2003, Hong Kong.