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題名:應用GWMA方法組合多國股價指數的波動幅度來預測臺灣加權股價指數
書刊名:東南學報
作者:林成益陳彥君
作者(外文):Lin, Cheng-yiChen, Yan-chun
出版日期:2016
卷期:41
頁次:頁95-106
主題關鍵詞:多國股價指數預測波動性廣泛加權移動平均指數加權移動平均Multi-country stock indexForecasting volatilityGWMAEWMA
原始連結:連回原系統網址new window
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期刊論文
1.Sheu, S. H.、Lin, T. C.(2003)。The generally weighted moving average control chart for detecting small shifts in the process mean。Quality Engineering,16(2),209-231。  new window
2.Wu, M. C.、Lin, S. Y.、Lin, C. H.(2006)。An effective application of decision tree to stock trading。Expert Systems with Applications,31(1),270-274。  new window
3.Kim, S. W.、Rogers, J. H.(1995)。International stock price spillovers and market liberalization: evidence from Korea, Japan, and the United States。Journal of Empirical Finance,2(2),117-133。  new window
4.Roberts, S. W.(1959)。Control chart tests based on geometric moving averages。Technometrics,1(3),239-250。  new window
5.Brooks, C.、Chong, J.(2001)。The cross-currency hedging performance of implied versus statistical forecasting models。Journal of Futures Markets,21(11),1043-1069。  new window
6.Eun, Cheol S.、Shim, Sangdal(1989)。International Transmission of Stock Market Movements。Journal of Financial and Quantitative Analysis,24(2),241-256。  new window
7.Chang, J. R.、Wei, L. Y.、Cheng, C. H.(2011)。A hybrid ANFIS model based on AR and volatility for TAIEX forecasting。Applied Soft Computing,11(1),1388-1395。  new window
8.Shin, H. W.、Sohn, S. Y.(2007)。Application of an EWMA combining technique to the prediction of currency exchange rates。IIE Transactions,39(6),639-644。  new window
 
 
 
 
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