期刊論文1. | Quandt, R. E.(1972)。A New Approach to Estimating Switching Regressions。Journal of American Statistical Association,67,306-310。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
2. | Hamilton, James D.(1990)。Analysis of time series subject to changes in regime。Journal of Econometrics,45(1/2),39-70。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
3. | Tauchen, George E.、Pitts, Mark(1983)。The Price Variability-Volume Relationship on Speculative Markets。Econometrica: Journal of the Econometric Society,51(2),485-505。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
4. | 吳中書(19880300)。臺灣美元遠期外滙市場效率性之檢定。經濟論文,16(1),79-112。 延伸查詢![new window](/gs32/images/newin.png) |
5. | Hansen, L. P.、Hodrick, R. J.(1980)。Forward Exchange Rates as an Optimal Predictors of Future Spot Rates: An Econometric Analysis。Journal of Political Economy,88,829-853。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
6. | Chen, Yueh H.(19920300)。The Dynamic Behavior of Forward and Spot Foreign Exchange Rate: the New Taiwan Dollar Case。經濟論文,20(1),243-266。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
7. | Goldfeld, S. M.、Quandt, R. E.(1973)。The Estimation of Structure Shifts by Switching Regressions。Annals of Economic and Social Measurement,2,475-485。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
8. | 沈中華(19920700)。用「無拋補利率平價說」解釋臺灣利率與對美元匯率的變動。企銀季刊,16(1),1-13。 延伸查詢![new window](/gs32/images/newin.png) |
9. | Cecchetti, S.、Lam, G.、Mark, N. C.(1990)。Evaluating Empirical rests or Asset Pricing Models: Alternative Interpretation。American Economic Review,80,48-51。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
10. | Chen, S. N.(1982)。An Examination of Risk-Return Relationship in Bull and Bear Markets Using Time-Varying Betas。Journal of Financial and Quantitative Analysis,17(2),265-286。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
11. | Dempster, A. P.、Laird, N. M.、Rubin, D. B.(1977)。Maximum Likelihood from Incomplete Data via the EM。Journal of Royal Statistical Society Series, Series B,39,1-38。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
12. | Fabozzi, F. J.、Francis, J. C.(1977)。Stability Test for Alphas and Betas over Bull and Bear Market Conditions。The Journal of Finance,32,10934099。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
13. | Harris, L.(1986)。Cross-Security Tests of the Mixture of Disiribuiions?。Journal of Financial and Quantitative Analysis,21,39-46。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
14. | Ito, T.(1988)。Use of (Time Domain) Vector Autoregressions to Test Uncovered Interest Parity。Review of Economics and Statistics,296-305。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
15. | Kiefer, N. M.(1980)。A Note on Switching Regressions and Logistic Discrimination。Econometrica,48,1065-1069。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
16. | Phillips, K. L.(1991)。A Two-Country Model of Stochastic Output with Changes in Regimes。Journal of International Economics,31(1/2),121-142。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
17. | Quandt, R. E.、Ramsey, J. B.(1978)。Estimating Mixtures of Normal Distributions and Switching Regressions。Journal of American Statistical Association,73,730-752。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
18. | Turner, C. M.、Startz, R.、Nelson, C. R.(1989)。A Markov Model of Heteroskedasticity, Risk, and Learning in the Stock Market。Journal of Financial Economics,25,3-22。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
19. | Tyssedal, J. S.、Tjostheim, D.(1988)。An Autoregressive Model with Suddenly Changing Parameters and an Application to Stock Market Prices。Applied Statistics,37,353-369。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
20. | Engel, Charles、Hamilton, James D.(1990)。Long Swings in the Dollar: Are They in the Data and Do Markets Know It?。American Economic Review,80(4),689-713。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
21. | Hamilton, James D.(1989)。A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle。Econometrica: Journal of the Econometric Society,57(2),357-384。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |