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題名:臺灣IC股價之關聯性研究
書刊名:科技管理學刊
作者:倪衍森 引用關係吳曼華 引用關係
作者(外文):Ni, Yen-senWu, Man-hwa
出版日期:2000
卷期:5:3
頁次:頁47-70
主題關鍵詞:共整合單根檢定Granger因果關係市場連結性CointegrationUnit root testGranger causalityMarket linkage
原始連結:連回原系統網址new window
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  • 被引用次數被引用次數:期刊(0) 博士論文(0) 專書(0) 專書論文(0)
  • 排除自我引用排除自我引用:0
  • 共同引用共同引用:0
  • 點閱點閱:19
期刊論文
1.Arshanapalli, B.、Doukas, J.(1993)。International stock market linkages: Evidence from the pre-and post-October 1987 period。Journal of Banking and Finance,17(1),193-208。  new window
2.葉銀華(19911000)。國際股票市場股價指數共移型態與關聯性之研究。臺灣經濟金融月刊,27(10)=321,11-20。  延伸查詢new window
3.Chan, K. C.、Gup, B. E.、Pan, M. S.(1992)。An Empirical Analysis of Stock Prices in Major Asian Markets and the United States。The Financial Review,27(2),289-308。  new window
4.Johansen, S.(1991)。Estimation and Hypothesis Testing of Cointegrating Vectors in Gaussian Vector Autoregressive Model。Econometrica,59(6),1551-1580。  new window
5.Engle, Robert F.、Yoo, Byung Sam(1987)。Forecasting and Testing in Co-Integrated Systems。Journal of Econometrics,35(1),143-159。  new window
6.Fischer, K. P.、Palasviria, A. P.(1990)。High Road to a Global Marketplace: The International Transmission of Stock Market Fluctuations。Financial Review,25(3),371-394。  new window
7.Dickey, David A.、Fuller, Wayne A.(1981)。Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root。Econometrica: journal of the Econometric Society,49(4),1057-1072。  new window
8.Johansen, Søren(1988)。Statistical Analysis of Cointegration Vectors。Journal of Economic Dynamics and Control,12(2/3),231-254。  new window
9.Johansen, Søren、Juselius, Katarina(1990)。Maximum Likelihood Estimation and Inference on Cointegration: with Applications to the Demand for Money。Oxford Bulletin of Economics and Statistics,52(2),169-210。  new window
10.Engle, Robert F.、Granger, Clive W. J.(1987)。Cointegration and Error Correction: Representation, Estimation, and Testing。Econometrica,55(2),251-276。  new window
其他
1.江振村(1994)。亞太盆地股市間共整合關係之實證研究。  延伸查詢new window
2.杜元隆(1993)。國際股票市場股價指數關係之實證研究。  延伸查詢new window
3.唐建榮(1996)。國際股票市場共整合之研究:以台灣、上海、深圳、美國、日本、香港爲例。  延伸查詢new window
4.張明郎(1996)。美、日、港、新四國股市之因果關係。  延伸查詢new window
 
 
 
 
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