| 期刊論文1. | Tang, Z.、Fishwick, P. A.(1993)。Feedforward Neural Nets as Models for Time Series Forecasting。ORSA Journal on Computing,5(4),374-385。 | 2. | Hiraki, T.、Maberly, E. D.、Akezawa, N. T.(1995)。The Information Content of End-of-the-Day Index Futures Returns: International Evidence form the Osaka Nikkei 225 Futures Contract。Journal of Banking and Finance,19(5),921-936。 | 3. | Brock, W. A.、Kleidon, A. W.(1992)。Periodic Market Closure and Trading Volume: A Model of Intraday Bids and Asks。Journal of Economic Dynamics and Control,16(3/4),451-489。 | 4. | Chan, Kalok、Chung, Y. Peter、Johnson, Herb(1995)。The intraday behavior of bid-ask spreads for NYSE stocks and CBOE options。Journal of Financial and Quantitative Analysis,30(3),329-346。 | 5. | Abhyankar, A. H.(1995)。Return and Volatility Dynamics in the FT-SE 100 Stock Index Stock Index Futures Market。Journal of Futures Markets,15(4),457-488。 | 6. | Iihara, Yoshio、Kato, Kiyoshi、Tokunaga, Toshifumi(1996)。Intraday Return Dynamics between the Cash and the Futures Markets in Japan。Journal of Futures Markets,16(2),147-162。 | 7. | Admati, A. R.、Pfleiderer, P.(1988)。A Theory of Intraday Patterns: Volume and Price Variability。Review of Financial Studies,1(1),3-40。 | 8. | Chan, Kalok S.(1992)。A Further Analysis of the Lead-Lag Relationship Between the Cash Market and Stock Index Futures Market。Review of Financial Studies,5(1),123-152。 | 9. | Sims, C. A.(1972)。Money, income and causality。American Economic Review,62,540-552。 | 10. | Stoll, Hans R.、Whaley, Robert E.(1990)。The Dynamics of Stock Index and Stock Index Futures Returns。Journal of Financial and Quantitative Analysis,25(4),441-468。 | 11. | Lippmann, R. P.(1987)。An introduction to computing with neural nets。IEEE Acoustics, Speech, and Signal Processing Magazine,4(2),4-22。 | 12. | French, Kenneth R.、Roll, Richard(1986)。Stock Return Variances: The Arrival of Information and the Reaction of Traders。Journal of Financial Economics,17(1),5-26。 | 13. | Cybenko, G.(1989)。Approximation by superpositions of a sigmoidal function。Mathematics of Control, Signals, and Systems,2(4),303-314。 | 14. | Cheng, B.、Titterington, D. M.(1994)。Neural network: a review from a statistical perspective。Statistical Science,9,2-54。 | 15. | Stern, H. S.(1996)。Neural networks in applied statistics。Technometrics,38(3),205-214。 | 16. | Wong, F. S.(1991)。Time series forecasting using backpropagation neural networks。Neurocomputing,2(4),147-159。 | 17. | Zhang, Guoqiang、Patuwo, B. Eddy、Hu, Michael Y.(1998)。Forecasting with artificial neural networks: the state of the art。International Journal of Forecasting,14(1),35-62。 | 18. | Harris, Lawrence(1986)。A Transaction Data Study of Weekly and Intradaily Patterns in Stock Returns。Journal of Financial Economics,16(1),99-117。 | 19. | Hornik, Kurt、Stinchcombe, Maxwell、White, Halbert(1989)。Multilayer Feedforward Networks Are Universal Approximators。Neural Networks,2(5),359-366。 | 20. | Ekman, P. D.(1992)。Intraday Patterns in the S&P 500 Index Futures Market。The Journal of Futures Markets,12(4),365-381。 | 21. | Repley, B.(1994)。Neural Networks and Related Methods for Classification (with Discussion)。Journal of the Royal Statistical Society, Series B: Methodological,56,409-456。 | 22. | Wood, R. A.、McInish, T. H.(1990)。An Analysis of Transactions Data for the Toronto Stock Exchange: Return Patterns and End-of-the-day Effect。Journal of Banking & Finance,14(2),441-458。 | 學位論文1. | 莊桂香(1993)。台灣與國際股市日內報酬的傳遞效果 -- ARCH模型之應用(碩士論文)。國立中正大學。 延伸查詢 | 2. | Kang, S.(1991)。An Investigation of the Use of Feedforward Neural Networks for Forecasting,0。 | 圖書1. | Fuller, W. A.(1996)。Introduction to statistical time series。New York:Wiley & Sons。 | 2. | Anderson, J. A.、Rosenfeld, E.(1988)。Neurocomputing: Foundations of Research。Cambridge, MA:MIT Press。 | 3. | Haykin, S.(1994)。Neural Networks: A Comprehensive Foundation。New York, NY:Macmillan College Publishing Company。 | 4. | Hecht-Nielsen, R.(1990)。Neurcomputing。Neurcomputing。Menlo Park, CA。 | 圖書論文1. | Rumelhart, D. E.、Hinton, G. E.、Williams, R. J.(1986)。Learning Internal Representations by Error Propagation。Parallel distributed processing: Explorations in microstructure of cognition, Vol. 1: Foundations。Cambridge, MA:MIT Press。 | |