:::

詳目顯示

回上一頁
題名:時間數列模型對股價指數報酬率預測性之再評估
書刊名:東海管理評論
作者:邱建良 引用關係陳君達黃駿逸
作者(外文):Chiu, Chien-liangChen, Chun-daHuang, Chun-yi
出版日期:2005
卷期:7:1
頁次:頁167-192
主題關鍵詞:預測性股價指數報酬PredictabilityStock index return
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(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:2
  • 點閱點閱:13
期刊論文
1.Kalman, R. E.(1960)。A New Approach to Linear Filtering and Prediction Problems。Journal of Basic Engineering, Transactions of the ASME Series D,82(1),35-45。  new window
2.Hamilton, J. D.(1988)。Rational expectations econometric analysis of changes in regimes: An investigation of the term structure of interest rates。Journal of Economic Dynamics and Control,12(2/3),385-423。  new window
3.Kaul, G.(1987)。Stock Returns and Inflation: The Role of the Monetary Sector。Journal of Financial Economics,18(2),253-276。  new window
4.Cochran, S. J.、DeFina, R. H.、Mills, L. O.(1993)。International Evidence on the Predictability of Stock Returns。Financial Review,28(2),159-180。  new window
5.French, K. R.、Ruback, R. S.、Schwert, G. W.(1983)。Effects of Nominal Contracting on Stock Returns。Journal of Political Economy,91(1),70-96。  new window
6.Loflund, A.、Nummelin, K.(1997)。On Stocks, Bonds and Business Conditions。Applied Financial Economics,7(2),137-146。  new window
7.Najand, M.(1991)。A Test of the Risk Premium Hypothesis。Journal of Financial Research,14(3),207-216。  new window
8.Baillie, R. T.、DeGennaro, R. P.(1989)。The impact of delivery terms on stock return volatility。Journal of Financial Services Research,3(1),55-76。  new window
9.Patelis, A. D.(1997)。Stock Return Predictability and the Role of Monetary Policy。Journal of Finance,52(5),1951-1972。  new window
10.Thorbecke, Willem(1997)。On Stock Market Returns and Monetary Policy。Journal of Finance,52(2),635-654。  new window
11.Campbell, J. Y.、Shiller, R. J.(1988)。Interpreting cointegrated models。Journal of Economic Dynamics and Control,12(2),505-522。  new window
12.Chen, Nai-fu、Roll, Richard、Ross, Stephen A.(1986)。Economic Forces and the Stock Market。Journal of Business,59(3),383-403。  new window
13.Sims, Christopher A.(1980)。Macroeconomics and Reality。Econometrica: Journal of the Econometric Society,48(1),1-48。  new window
14.Akgiray, Vedat(1989)。Conditional Heteroscedasticity in Time Series of Stock Returns: Evidence and Forecasts。The Journal of Business,62(1),55-80。  new window
15.Engle, Robert F.、Granger, Clive W. J.(1987)。Cointegration and Error Correction: Representation, Estimation, and Testing。Econometrica,55(2),251-276。  new window
16.Fama, Eugene F.、French, Kenneth R.(1988)。Dividend Yields and Expected Stock Returns。Journal of Financial Economics,22(1),3-25。  new window
17.Fama, Eugene F.(1970)。Efficient Capital Markets: A Review of Theory and Empirical Work。The Journal of Finance,25(2),383-417。  new window
18.Nelson, Daniel B.(1991)。Conditional Heteroskedasticity in Asset Returns: A New Approach。Econometrica: Journal of the Econometric Society,59(2),347-370。  new window
學位論文
1.莊雅雯(2000)。台美股價預測模型之評估(碩士論文)。淡江大學。  延伸查詢new window
2.王治平(1996)。以頻譜帶濾波方法結合向量自我迴歸迴模型分析台灣股市報酬與總體經濟因素之動態因果關聯(碩士論文)。中原大學。  延伸查詢new window
3.邱柏霖(1998)。臺灣股價之預測(碩士論文)。淡江大學。  延伸查詢new window
4.黎明淵(2000)。馬可夫轉換模型應用性與合用性探討(博士論文)。國立政治大學。new window  延伸查詢new window
5.王志中(1999)。以總體經濟指標預測臺灣股票報酬(碩士論文)。國立臺灣科技大學。  延伸查詢new window
 
 
 
 
第一頁 上一頁 下一頁 最後一頁 top