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題名:咖啡期貨市場效率性檢定
書刊名:中國財務學刊
作者:沈中華 引用關係王儷容
出版日期:1994
卷期:2:1
頁次:頁17-31
主題關鍵詞:咖啡期貨市場
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(2) 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:2
  • 共同引用共同引用:11
  • 點閱點閱:30
期刊論文
1.Hamilton, J. D.(1989)。A new approach to the economic analysis of nonstationary time series and business cycle)。Econometrica,57,357-384。  new window
2.Bilson, J. F. O.(1981)。The Speculative Efficiency Hypothesis。Journal of Business,54,435-451。  new window
3.沈中華(1993)。臺灣遠期美元外匯市場效率性之再檢定--兩狀態Markov模型的應用。經濟論文,21(1),87-115。new window  延伸查詢new window
4.Bigman, D.、Goldforb, D.(1985)。Efficiency and Efficient Trading Rules for Food and Feed Grains in the World Commodity Markets: the Israelt Experience。The Journal of Futures Markets,5(1),1-10。  new window
5.Dempster, A. P.、Laird, N. M.、Rubin, D. B.(1977)。Maximum Likelihood from Incomplete Data via the EM。Journal of the Royal Statistical Society Series, Series B,39,1-38。  new window
6.Maberly, E.(1985)。Testing Futures Market Efficiency: A Restatement。The Journal of Futures Markets,5(3),425-432。  new window
7.Elam, E.、Dixon, L. B.(1988)。Examining the Validity of a Test of Futures Market Efficiency。The Journal of Futures Markets,8(3),365-372。  new window
8.Geer, T.(1990)。Price Formation on the World Coffee Market and its Implications for the International Coffee Agreement。Weltwirtschaftliches Archiv-Review of world Economics。  new window
9.Goldfeld, S. M.、Quandt, R. E.(1973)。The Estimation of Structure Shifts by Switching Regressions。Annals of Economic and Social Measurement,2,475-485。  new window
10.Hamilton, J. D.(1988)。Rational Expectations Econometric Analysis of Changes in Regime。Journal of Economic Dynamics and Control,12,385-423。  new window
11.Hansen, L. P.、Hodrick, R. J.(1980)。Forward Exchange Rates as an Optimal Predictors of Future Spot Rates: An Econometric Analysis。The Journal of Political Economics,88,829-853。  new window
12.Harris, L.(1986)。Cross-Security Tests of the Mixture of Distributions?。Journal of Financial and Quantitative Analysis,21,39-46。  new window
13.Lai, K. S.、Lai, M.(1991)。A Cointegration Test for Market Efficiency。Journal of Financial Economics,11,567-573。  new window
14.Phillips, K. L.(1991)。A Two-country Model of Stochastic Output with Changes in Regime。Journal of International Economics,31,121-142。  new window
15.Rothman, P.(1991)。Further Evidence on the Asymmetric Behavior of Unemployment Rates over the Business Cycle。Journal of Macroeconomics,1991(Spring),291-298。  new window
16.Shen, C. H.、Wang, L. R.(1990)。Examining the Validity of a Test of Futures Market Efficiency: A Comment。The Journal of Futures Markets,10(2),195-196。  new window
17.Tauchen, G. E.、Pitts, M.(1983)。The Price Variability-Volume Relationship on Speculative Markets。Econometrica,51,485-505。  new window
18.Tomek, William G.、Gray, Roger W.(1970)。Temporal Relationships among Prices on Commodity Futures Markets: Their Allocative and Stabilizing Roles。American Journal of Agriculture Economics,52(3),372-380。  new window
19.Turner, C. M.、Startz, R.、Nelson, C. R.(1989)。A Markov Model of Heteroskedasticity, Risk, and Learning in the Stock Market。Journal of Financial Research,25,3-22。  new window
20.Hamilton, J. D.(1990)。Analysis of time series subject to changes in regime。Journal of Econometrics,45,39-70。  new window
21.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。  new window
22.Fama, Eugene F.(1970)。Efficient Capital Markets: A Review of Theory and Empirical Work。The Journal of Finance,25(2),383-417。  new window
圖書
1.Gordon-Ashworth, F.(1984)。International Commodity Control: A Contemporary History and Appraisal。New York:St. Martin's Press。  new window
2.Marshall, C. F.(1983)。The World Coffee Trade: A Guide to the Production, Trading and Consumption of Coffee。Cambridge:St Edmundsbury Press。  new window
圖書論文
1.MacDonald, R.、Taylor, M. P.(1989)。Economic Analysis of Foreign Exchange Markets: An Expository Survey。Exchange Rates and Open Economy Macroeconomics。Basil Blackwell。  new window
 
 
 
 
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