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C.(1981)。An Empirical Model of Asset Trading with Sequential Information Arrival。Journal of Finance，36，143-161。 | | 19. | Harris, L.(1987)。Transaction data tests of the mixture of distributions hypothesis。Journal of Financial and Quantitative Analysis，22，127-141。 | | 20. | Ajayi, R. A.、Mougoue, M.(1996)。On the dynamic relation between stock prices and exchange rates。Journal of Financial Research，19(2)，193-207。 | | 21. | Brock, W. A.、Dechert, W. D.、Scheinkman, J. A.、LeBaron, Blake(1996)。A Test for Independence Based on the Correlation Dimension。Econometric Reviews，15(3)，197-235。 | | 22. | Gallant, A. R.、Rossi, P. E.、Tauchen, G.(1992)。Stock Prices and Volume。The Review of Financial Studies，5(2)，199-242。 | | 23. | 許溪南、黃文芳(19970600)。臺灣股市價量線性與非線性關係之研究。管理學報，14(2)，177-195。 延伸查詢 | | 24. | 蕭文宗、陳乙銘(19980300)。匯率及其波動對我國出口產業的影響。臺灣銀行季刊，49(1)，47-66。 延伸查詢 | | 25. | Copeland, T. 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J.(1969)。Investigating causal relations by econometric models and cross-spectral methods。Econometrica: Journal of the Econometric Society，37(3)，424-438。 | | 29. | Campbell, John Y.、Grossman, Sanford J.、Wang, Jiang(1993)。Trading volume and serial correlation in stock returns。The Quarterly Journal of Economics，108(4)，905-939。 | | 30. | Bollerslev, Tim(1986)。Generalized Autoregressive Conditional Heteroskedasticity。Journal of Econometrics，31(3)，307-327。 | | 31. | Granger, Clive William John、Newbold, Paul(1974)。Spurious Regressions in Econometrics。Journal of econometrics，2(2)，111-120。 | | 32. | Nelson, Daniel B.(1991)。Conditional Heteroskedasticity in Asset Returns: A New Approach。Econometrica: Journal of the Econometric Society，59(2)，347-370。 | 研究報告| 1. | Brock, W. A.、Dechert, W.、Scheinkman, J.(1987)。A Test for Independence Based on the Correlation Dimension。University of Wisconsin at Madison。 | | 2. | Baek, E.、Brock, W.(1992)。A General Test for Nonlinear Granger Causality: Bivariate Modle。Madison：Iowa State University：University of Wisconsin。 | 學位論文| 1. | 陳永茂(1993)。臺灣證券市場股票價格與成交量關係之實證研究(碩士論文)。國立臺灣科技大學。 延伸查詢 | | 2. | 殷惠緡(2001)。股價與匯價關聯性分析---多變量GARCH模式運用(碩士論文)。淡江大學。 延伸查詢 | | 3. | 彭素玲(1997)。新台幣兌美元價量關係之研究(碩士論文)。國立暨南國際大學。 延伸查詢 | | 4. | 楊東曉(1998)。匯率與股市指標間因果關係之探討(碩士論文)。國立中正大學。 延伸查詢 | | 5. | 劉永欽(1996)。臺灣股票市場價量之線性與非線性Granger因果關係之研究(碩士論文)。國立交通大學。 延伸查詢 | | 6. | 蘇英谷(1999)。匯率波動對股價報酬之影響--條件變異數不對稱模型實證研究(碩士論文)。淡江大學。 延伸查詢 | | 7. | 陳東明(1991)。臺灣股票市場價量關係之實證研究(碩士論文)。國立臺灣大學。 延伸查詢 | 圖書| 1. | Anderson, P. W.、Arrow, K. J.、Pines, D.(1988)。The Economy as an Evolving Complex System。Addison-Wesley Publishing。 | | 2. | Brock, W. A.、Hsieh, D. A.、LeBaron, B.(1991)。Nonlinear Dynamics, and Instability。Cambridge, MA：MIT Press。 | | 3. | Jones, C. K.(1992)。Portfolio Management: New Models for Successful Investment Decisions。London：Mc-Graw HiLL Inc.。 | 單篇論文| 1. | Jaditz, T.，Jones, J.(1992)。Granger Causality behveen the Consumer and Wholesale Price Indices，Washington：Bureau of Labor Statistics and Securities and Exchange Commission。 | 圖書論文| 1. | Branson, W. H.、Henderson, D. W.(1985)。The Specification and Influence of Asset Markets。Handbook of International Economics。Amsterdam：Elsevier Science Publishers。 | | 2. | Brock, W. A.(1991)。Causality,Chaos, Explanation and Predication in Economics and Finance。Beyond Belief: Randomness, Prediction and Explanation in Science。Boca Raton, Fla：CRC Press。 | |