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題名:期貨價格對成交量影響之研究
書刊名:臺灣銀行季刊
作者:胡姿妃雷立芬
出版日期:2008
卷期:59:1
頁次:頁188-200
主題關鍵詞:期貨價格成交量
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:4
  • 點閱點閱:1
期刊論文
1.Engle, R. F.(1982)。Autoregressive Condition Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation。Econometrica,50(4),987-1007。  new window
2.Jennings, R. H.、Barry, C. B.(1983)。Information Dissemination and Portfolio Choice。Journal of Financial Quantitative Analysis,18(1),1-19。  new window
3.Jennings, R. H.、Starks, L. T.、Fellingham, J. C.(1981)。An Equilibrium Model of Asset Trading with Sequential Information Arrival。Journal of Finance,36(1),143-161。  new window
4.王毓敏、黃瑞靜(20010600)。價量關係--臺股指數期貨市場之研究。臺灣金融財務季刊,2(2),97-114。new window  延伸查詢new window
5.Copeland, T. E.(1976)。A model of asset trading under the assumption of sequential information arrival。Journal of Finance,31,1149-1168。  new window
6.Lamoureux, Christopher G.、Lastrapes, William D.(1990)。Heteroskedasticity in Stock Return Data: Volume versus GARCH Effects。Journal of Finance,45(1),221-229。  new window
7.Bollerslev, Tim(1986)。Generalized Autoregressive Conditional Heteroskedasticity。Journal of Econometrics,31(3),307-327。  new window
8.Engle, Robert F.、Granger, Clive W. J.(1987)。Cointegration and Error Correction: Representation, Estimation, and Testing。Econometrica,55(2),251-276。  new window
9.Malliaris, A. G.、Urrutia, J. L.(1998)。Volume and price relationships: hypothesis and testing for agricultural futures。Journal of Futures Markets,18,53-72。  new window
 
 
 
 
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