期刊論文1. | Breitung, J.(2002)。Nonparametric Tests for Unit Roots and Cointegration。Journal of Econometrics,108(2),343-363。 |
2. | 詹世煌、許溪南、謝宗祐(20030700)。股價波動性之影響因素。風險管理學報,5(2),167-193。 延伸查詢 |
3. | Bos, T.、Fetherston, T. A.、Martikainen, T.、Perttunen, J.(1995)。The international co-movements of Finish stocks。The European Journal of Finance,7(1),95-111。 |
4. | Hu, Y. P.(2007)。Time-varying inter-market linkage of international stock markets。Applied Economics,99999(1),1-7。 |
5. | Zhou, W. X.、Somette, D.(2003)。Evidence of a worldwide stock market log-periodic anti-bubble since mid-2000。PhysicaA: Statistical Mechanics and its Applications,330(3),543-583。 |
6. | 邱建良、劉聰衡、紀嘉政(2000)。臺灣股市與國際股市共移性之研究。商管科技季刊,1(3),263-285。 延伸查詢 |
7. | 周雨田(1988)。Volatility Persistence and Stock Valuations: Some Empirical Evidence Using GARCH。Journal of Applied Econometrics,3(4),279-294。 |
8. | Wang. Y. F.(2002)。Predicting stock, price using fuzzy grey prediction system。Expert Systems With Applications,22(1),33-38。 |
9. | Brooks, C.(1998)。Predicting stock index volatility: Can market volume help?。Journal of Forecasting,17(1),59-80。 |
10. | Itiner, C. D.、Larcker, D. F.(1998)。Are nonfinancial measures leading indicators of financial performance? An analysis of customer satisfaction。Journal of Accounting Research,36(Supplement),1-35。 |
11. | Hamao, Y. R.、Masulis, R. W.、Ng, V. K.(1990)。Correlations in Price Changes and Volatility across International Stock Markets。The Review of Financial Studies,3(2),281-307。 |
12. | Hirshleifer, David、Shumway, Tyler(2003)。Good Day Sunshine: Stock Returns and the Weather。The Journal of Finance,58(3),1009-1032。 |
13. | 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。 |
14. | Stock, J. H.、Watson, M. W.(1999)。Forecasting inflation。Journal of Monetary Economics,44(2),293-335。 |
15. | MacKinnon, James G.(1996)。Numerical Distribution Functions for Unit Root and Cointegration Tests。Journal of Applied Econometrics,11(6),601-618。 |
16. | 王冠閔、黃柏農(20040300)。臺灣股、匯市與美國股市關聯性探討。臺灣經濟預測與政策,34(2),31-72。 延伸查詢 |
17. | Gallant, A. R.、Rossi, P. E.、Tauchen, G.(1992)。Stock Prices and Volume。The Review of Financial Studies,5(2),199-242。 |
18. | Fama, Eugene F.、French, Kenneth R.(1988)。Permanent and Temporary Components of Stock Prices。Journal of Political Economy,96(2),246-273。 |
19. | French, Kenneth R.、Schwert, G. William、Stambaugh, Robert F.(1987)。Expected stock returns and volatility。Journal of Financial Economics,19(1),3-29。 |
20. | Blattberg, Robert C.、Gonedes, Nicholas J.(1974)。A Comparison of the Stable and Student Distributions as Statistical Models for Stock Prices。Journal of Business,47(2),244-280。 |
21. | Nelson, Daniel B.(1991)。Conditional Heteroskedasticity in Asset Returns: A New Approach。Econometrica: Journal of the Econometric Society,59(2),347-370。 |
22. | Glosten, Lawrence R.、Jagannathan, Ravi、Runkle, David E.(1993)。On the Relation Between the Expected Value and the Volatility on the Nominal Excess Returns on Stocks。Journal of Finance,48(5),1779-1801。 |
23. | Mandelbrot, Benoit B.(1963)。The Variation of Certain Speculative Prices。The Journal of Business,36(4),394-419。 |