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題名:國際海運產業投資報酬時間變動相關性之實證研究
書刊名:航運季刊
作者:陳永順王旭堂
作者(外文):Chen, Yung-shunWang, Shiu-tung
出版日期:2003
卷期:12:4
頁次:頁23-41
主題關鍵詞:時間變動相關船隊分散Time-Varying correlationFleet diversification
原始連結:連回原系統網址new window
相關次數:
  • 被引用次數被引用次數:期刊(1) 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:1
  • 共同引用共同引用:0
  • 點閱點閱:14
期刊論文
1.Chang, K. H.、Kim, M. J.(2001)。Jumps and time-varying correlations in daily foreign exchange rates。Journal of International Money and Finance,20,611-637。  new window
2.Ball, C. A.、Torous, W. N.(2000)。Stochastic Correlation across International Stock Markets。Journal of Empirical Finance,7(3),373-388。  new window
3.Erb, C.、Harvey, C. R.、Viskanta, T.(1994)。Forecasting international equity correlations。Financial Analysts Journal,50,32-45。  new window
4.Markowitz, Harry M.(1952)。Portfolio Selection。The Journal of Finance,7(1),77-91。  new window
5.Longin, Francois、Solnik, Bruno(1995)。Is the correlation in international equity returns constant: 1960-1990?。Journal of International Money and Finance,14(1),3-26。  new window
6.Bollerslev, Tim、Engle, Robert F.、Wooldridge, Jeffrey M.(1988)。A Capital Asset Pricing Model with Time-Varying Covariances。Journal of Political Economy,96(1),116-131。  new window
7.Engle, Robert F.、Granger, Clive W. J.(1987)。Cointegration and Error Correction: Representation, Estimation, and Testing。Econometrica,55(2),251-276。  new window
8.Dickey, D. A.、Fuller, W. A.(1981)。Likelihood ratio tests for auto regressive time series with a unit root。Econometrica,49,1057-1072。  new window
其他
1.Alexander, C.(1996)。Volatility and correlation forecasting。  new window
2.Berg-Andreassen, J. A.(1997)。Efficiency and interconnectivity in international shipping markets。  new window
3.Clarkson Research(2002)。Shipping Intelligence Network。  new window
4.Glen, D., and Rogers, P.(1997)。Does weight matter? A statistical analysis of the SSY Capesize index。  new window
5.Groenen, P. J. F., and Franses, P. H.(2000)。Visualizing time-varying correlations across stock markets。  new window
6.Hale, C., and Vanags, A.(1992)。The market for second-hand ships: some results on efficiency using cointegration。  new window
7.Levy, H. and M. Samat(1973)。International Portfolio Diversification of Investment Portfolios。  new window
8.Nelson, C. R., Kim, M, -J.(1993)。Predictable Stock Returns: The Role of Small Sample Bias。  new window
9.Newey, W. and West, K. D.(1987)。A Simple, Positive, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix。  new window
10.Tse, Y. K., and Tsui, A. K. C.(1998)。A Multivariance GARCH Model with Time-Varying Correction。  new window
 
 
 
 
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