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題名:應用灰色理論於匯率預測之研究
書刊名:智慧與創新學報
作者:陳信宏 引用關係楊宗文 引用關係陳鶴文
作者(外文):Chen, Hsin-hungYang, Chung-wenChen, He-wen
出版日期:2010
卷期:3:1
頁次:頁32-51
主題關鍵詞:灰色理論灰色預測匯率Grey theoryGrey forecastingExchange rate
原始連結:連回原系統網址new window
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  • 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:9
  • 點閱點閱:76
期刊論文
1.Kung, L. M、Yu, S. W.(2008)。Prediction of Index Futures Returns and the Analysis of Financial Spillovers-A Comparison between GARCH and the Grey Theorem。European Journal of Operational Research,186(3),1184-1200。  new window
2.鄭美幸、詹志明(20020600)。灰色理論與時間序列模型在匯率預測績效上之比較。臺灣金融財務季刊,3(2),95-104。new window  延伸查詢new window
3.施能仁、劉定焜(19980900)。台灣股價指數之避險操作--灰色滾動模式預測。灰色系統學刊,1(2),101-121。  延伸查詢new window
4.Meese, Richard A.、Rogoff, Kenneth S.(1983)。Empirical Exchange Rate Models of the Seventies: Do They Fit Out of Sample?。Journal of International Economics,14(1/2),3-24。  new window
5.Domowitz, I.、Hakkio, C. S.(1985)。Conditional Variance and the Risk Premium in the Foreign Exchange Market。Journal of International Economics,19,47-66。  new window
6.Colm, K.、Patton, A. J.(2000)。Multivariate GARCH Modeling of Exchange Rate Volatility Transmission in the European Monetary System。The Financial Review,41,29-48。  new window
7.曾芳美、曾國雄(19990900)。SARIMA、模糊時間數列、模糊迴歸時間數列、灰色預測四種方法在預測應用之比較--臺灣機械產業之總產值預測為例。灰色系統學刊,2(2),83-98。  延伸查詢new window
8.張宮熊、吳欽杉(19980300)。A Grey Time Series Model on Forecasting the Chinese New Year Effect in the Taiwan Stock Market。灰色系統學刊,1(1),55-63。  new window
9.何臺章(2003)。「匯率之估測」。中國商銀月刊,22(12),1-10。  延伸查詢new window
10.郭晉源(2002)。「整合灰色頂測與鑑別分析於企業財務危機頂警之研究」。中國統計通訊,13(5),2-12。  延伸查詢new window
11.聶建中、馮正安、郭繼良(2001)。「金融風暴期間新臺幣兌美元匯率預測--倒傳遞神經網路之應用」。臺灣金融財務季刊,3(2),119-148。new window  延伸查詢new window
12.Chen, L. H.、Cheng, Y. J.(2006)。Assessing the performance of various evaluation periods between the market model and the grey model in relation to event study。Journal of Information & Optimization Sciences,27(3),649-664。  new window
13.Doupnik, T. S.、Riccio, E. L.(2006)。The influence of conservatism and secrecy on the interpretation of verbal probability expressions in the Anglo and Latin cultural areas。The International Journal of Accounting,41(3),237-261。  new window
14.Doupnik, T. S.、Tsakumis, G.. T.(2004)。A critical review of tests of gray's theory of cultural relevance and suggestions for future research。Journal of Accounting Literature,23,1-48。  new window
15.Sheu, D. Daniel、Kuo, Jun Yuan(2006)。A model for preventive maintenance operations and forecasting。Journal of Intelligent Manufacturing,17(4),441-451。  new window
會議論文
1.王天津、林英玲(2003)。「以灰色理論預測臺灣證券交易所發行量加權股價指數之研究」。  延伸查詢new window
2.吳有龍、王天津等(2007)。「臺幣對多國外幣匯率灰預測研究」。  延伸查詢new window
圖書
1.高希均、林祖嘉(1998)。「經濟學的世界:下篇」。天下文化。  延伸查詢new window
2.溫坤禮、黃宜豐、陳繁雄、李元秉、連志峰、賴家瑞(2002)。灰預測原理與應用。臺北:全華科技圖書股份有限公司。  延伸查詢new window
3.蔡瓊星、吳漢雄、莊漢東(1997)。「灰色預測a係數調整及滾動建模之探討」。灰色系統理論與應用研討會論文集。  延伸查詢new window
 
 
 
 
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