蘇榮斌 ,漢族，1960年生於台灣。淡江大學財務金融學系金融博士，山東省齊魯工業大學金融學院特聘教授。主要從事財務風險管理、套用計量經濟、財務理論、投資理論、數值計算方面之議題的研究與教學。已在The European Journal of Finance (SSCI), Economic Modelling (SSCI), Journal of Risk Model Validation (SSCI), The North American Journal of Economics and Finance (SSCI), International Review of Economics & Finance (SSCI), Quantitative Finance (SSCI), International Journal of Finance and Economics (SSCI),Sustainability (SSCI), Applied Economics (SSCI), Risk (ESCI, EconLit), Asia Pacific Management Review (TSSCI, ESCI), Journal of Financial Studies (TSSCI), Journal of Reviews on Global Economics (EconLit), Review of Quantitative Finance and Accounting (FLI, EconLit), Middle Eastern Finance and Economics (EconLit), Applied Financial Economics Letters (EconLit), Handbook of Financial Econometric and Statistics等國際的學術期刊及著作上發表論文數篇。
基本介紹
- 中文名：蘇榮斌
- 民族：漢族
- 出生地：台灣
- 學位/學歷：博士
研究領域,教育經歷,工作經歷,期刊論文,專書論文,學術兼職,
研究領域
財務風險管理、套用計量經濟、投資組合、財務理論、投資理論.
教育經歷
1979.09 ~ 1983.06台灣工業技術學院機械系學士 (現改為台灣科技大學)
1989.09 ~1991.06台灣交通大學機械所碩士
2003.09 ~ 2008.01台灣淡江大學財務金融學系金融博士
工作經歷
1985.07 ~ 1987.09台灣中國鋼鐵公司軋鋼二廠股長
1987.09 ~ 1989.03台灣三陽工業公司研發部助理工程師
1991.11 ~ 1994.06台灣中華工程公司技術中心機械工程師
1994.08 ~ 2005.07台灣中華技術學院機械工程系專任講師
2005.08 ~ 2008.07台灣中華技術學院財務金融系專任講師
2008.08 ~ 2019.07台灣中華科技大學財務金融系專任副教授
2019.08 ~ 迄今 山東省齊魯工業大學金融學院特聘教授
期刊論文
(1) Jui-Cheng Hung*, Jung-Bin Su, Matthew C. Chang, Yi-Hsien Wang. (2019). ‘The impact of liquidity on portfolio value-at-risk’, Applied Economics. doi:10.1080/00036846.2019.1644442 (SSCI) (線上刊登日:2019/8)
(2)Jung-Bin Su*, Jui-Cheng Hung. (2018). ‘The Value-at-risk estimate of stock and currency-stock portfolios’ returns’.Risks,6(4), 133. doi:10.3390/risks6040133 (ESCI, EconLit) (刊登日:2018/12)
(3). Shu Ling Lin, Jun Lu,*Jung-Bin Su,and Wei-Peng Chen. (2018). ‘Sustainable Returns: The Effect of Regional Industrial Development Policy on Institutional Investors’ Behavior in China’, Sustainability,10(8), 2769.DOI:10.3390/su10082769(SSCI) (刊登日：2018/8)
(4).Jung-Bin Su*. (2018). ‘How the financial features affect the volatility forecasts? Evidence from the oil and the other markets’, Asia Pacific Management Review,23(2), 95-107. DOI: 10.1016/j.apmrv.2016.11.003(TSSCI, ESCI) (刊登日：2018/6)
(5).Jung-Bin Su*.(2017). ‘Volatility forecasts of alternative bivariate GARCH models: Evidence from the stock markets in Asia’, Journal of Financial Studies, 25(4), 43-83. 10.6545/JFS.2017.25(4).3(TSSCI) (刊登日：2017/12)
(6).Jung-Bin Su, Ken Hung*. (2017). ‘The assessment of United States quantitative easing policy: Evidence from global stock markets’, International Journal of Finance and Economics, 22(4), 319-340.DOI: 10.1002/ijfe.1590(SSCI) (刊登日：2017/10)
(7).Jung-Bin Su*.(2016). ‘How the Quantitative Easing Affect the Spillover Effects between the Metal Market and United States Dollar Index?’, Journal of Reviews on Global Economics, 5, 254-272. DOI: 10.6000/1929-7092.2016.05.22(EconLit) (刊登日：2016/8)
(8).Jung-Bin Su*. (2015). ‘How candlestick features affect the performance of volatility forecasts: Evidence from the stock market’, TheEuropean Journal of Finance, 21(6), 486-506. DOI:10.1080/1351847X.2013.850440. (SSCI)(刊登日：2015/3)
(9).Jung-Bin Su*. (2015). ‘Value-at-risk estimates of the stock indices in developed and emerging markets including the spillover effects of currency market’, Economic Modelling, 46, 204-224. DOI:10.1016/j.econmod.2014.12.022. (SSCI) (刊登日：2015/4)
(10).Jung-Bin Su*. (2014). ‘The interrelation of stock markets in China, Taiwan and Hong Kong and their constructional portfolio’s value-at-risk estimate’, Journal of Risk Model Validation, 8(4), 69-127. DOI: 10.21314/JRMV.2014.130(SSCI) (刊登日：2014/12)
(11).Jung-Bin Su*. (2014). ‘Empirical analysis of long memory, leverage, and distribution effects for stock market risk estimates’, TheNorth American Journal of Economics and Finance, 30, 1-39. DOI:10.1016/j.najef.2014.07.003. (SSCI) (Leading Article) (刊登日：2014/9)
(12).Jung-Bin Su*, Ming-Chih Lee, Chien-Liang Chiu. (2014). ‘Why does skewness and the fat-tail effect influence value-at-risk estimates? Evidence from alternative capital markets’, International Review of Economics & Finance, 31, 59–85.DOI: 10.1016/j.iref.2013.12.001. (SSCI) (刊登日：2014/4)
(13).Jung-Bin Su*. (2014). ‘How to mitigate the impact of inappropriate distributional settings when the parametric value-at-risk approach is used?’, Quantitative Finance, 14(2), 305-325. DOI:10.1080/14697688.2012.738934.(SSCI)(刊登日：2014/2)
(14).Cheng-Few Lee, Jung-Bin Su*.(2012). ‘Alternative statistical distributions for estimating Value-at-Risk: theory and evidence’,Review of Quantitative Finance and Accounting, 39(3), 309-331. DOI: 10.1007/s11156-011-0256-x.(刊登日：2012/9)
(15).Jung-Bin Su*, Jui-Cheng Hung. (2011). ‘Empirical analysis of jump dynamics, heavy-tails and skewness on value-at-risk estimation’, Economic Modelling,28(3), 1117-1130. DOI:10.1016/j.econmod.2010.11.016(SSCI) (刊登日：2011/5)
(16).Wan-Hsiu Cheng*, Jung-Bin Su, Yi-Pin Tzou. (2009). ‘Value-at-Risk Forecasts in Gold Market under Oil Shocks’, Middle Eastern Finance and Economics, 4, 48-64. (EconLit) (刊登日：2009/9)
(17).Ming-Chih Lee, Jung-Bin Su*, Hung-Chun Liu. (2008). ‘Value-at-Risk in U.S. Stock Indices with Skewed Generalized Error Distribution’, Applied Financial Economics Letters, 4, 425–431. DOI:10.1080/17446540701765274 (EconLit) (刊登日：2008/9)
註：姓名右上角標註為*代表為通訊作者。
專書論文
(1).Cheng-Few Lee, Jung-Bin Su*.(2015). ‘Value-at-Risk Estimation via a Semi-Parametric Approach: Evidence from the Stock Markets’, Handbook of Financial Econometric and Statistics, Chapter 51, pp 1399-1430. ISBN: 978-1-4614-7749-5. DOI:10.1007/978-1-4614-7750-1_51. 出版商:Springer (刊登日：2015/7)
註：姓名右上角標註為*代表為通訊作者。
學術兼職
曾擔任國際學術期刊評審如下:
Quantitative Finance (SSCI), Economic Modelling (SSCI), International Review of Economics & Finance (SSCI), Applied Economics (SSCI), Emerging Markets Finance and Trade (SSCI), International Journal of Finance and Economics (SSCI), Scandinavian Actuarial Journal (SSCI), Journal of Forecasting (SSCI), The European Journal of Finance (SSCI), Energy Economics(SSCI), European Accounting Review (SSCI), Statistics (SCI), Iranian Journal of Science and Technology, Transactions A: Science (SCI), Review of Quantitative Finance and Accounting (FLI), Review of Pacific Basin Financial Markets and Policies (FLI, EconLit), Asia-Pacific Journal of Risk and Insurance (EconLit), Journal of Time Series Econometrics (EconLit).
