:::

詳目顯示

回上一頁
題名:農產品期貨間互動性及效率性之探討--根據玉米、小麥和黃豆期貨
書刊名:證券市場發展季刊
作者:李宏志 引用關係
作者(外文):Li, Hungchih
出版日期:1996
卷期:8:2=30
頁次:頁155-188
主題關鍵詞:農產品期貨效率性共整合價差交易Commodity futuresEfficiencyCointegrationSpread trading
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(0) 博士論文(1) 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:0
  • 點閱點閱:18
期刊論文
1.Granger, C. W. J.、Newbold, P.(1974)。Spurious Regression in Econometric。Journal of Econometric,2,111-120。  new window
2.Garcia, Philip、Leuthold, Raymond M.、Zapata, Hector(1986)。Lead-Lag Relationships Between Trading Volume and Price Variability: New Evidence。Journal of Futures Markets,6(1),1-10。  new window
3.Ma, C. K.、Soenen, L. A.(1988)。Arbitrage opportunities in metal futures markets。Journal of Futures Markets,8(2),199-209。  new window
4.Akaike, H.(1969)。Fitting Autoregressions for Prediction。Annals of the Institute of Statistical Mathematics,21,243-247。  new window
5.Abken, P. A.(1989)。An Analysis of Intra-Market Spreads in Heating Oil Futures。The Journal of Futures Markets,9(1),77-86。  new window
6.Ghosh, A.(1993)。Cointegration and Error Correction Models: Intertemporal Causality Between Index and Futures Prices。Journal of Futures Markets,13(2),193-198。  new window
7.Dickey, David A.、Fuller, Wayne A.(1979)。Distribution of estimators for autoregressive time series with a unit root。Journal of The American Statistical Association,74,427-431。  new window
8.Alderman, H.(1993)。Intercommodity Price Transmittal: Analysis of Food Markets in Markets in Ghana。Oxford Bulletin of Economics and Statistics,55,43-64。  new window
9.Barrett, W. B.、Kolb, R. W.(1995)。Analysis of Spreads in Agricultural Futures。The Journal of Futures Markets,15(1),69-86。  new window
10.Carter, C. A.(1989)。Arbitrage Opportunities Between Thin and Liquid Futures Markets。The Journal of Futures Markets,5,579-594。  new window
11.Easterwood, J. C.、Senchack, A. J.(1986)。Arbitrage Opportunities With T-Bill/T-Bond Futures Combinations。Journal of futures Markets,6,433-442。  new window
12.Engle, R. F.、Yoo, B. S.(1987)。Forecastion and Testing in Cointegrated System。Journal of Econometrics,35,143-157。  new window
13.Fortenbery, T. R.、Zapata, H. O.(1993)。An examination of Cointegrated Relations between Futures Markets and Local Grain Markets。The Journal of Futrues Markets,13,921-932。  new window
14.Garbade, K. D.、Silber, W. L.(1983)。Price Movement and price Discovery in Futures and Cash Markets。Review of Economics and Statistices,65,289-297。  new window
15.Granger, C. W. J.(1969)。Investigating Causality Relations by Econometric Models and Cross-Spectral Methods。Journal of Econometrics,37,424-438。  new window
16.Granger, C. W. J.(1980)。Testing for Causality: A Personal View Point。Journal of Economic Dynamics and Control,2,111-120。  new window
17.Johnson, R.、Zulauf, C. R.、Irwin, S. H.、Gerlow, M. E.(1991)。The Soybean Complex Spread: An Examination of Market Efficiency from the Viewpoint of a Production Process。The Journal of Futures Markets,11(1),25-37。  new window
18.Ma, C. K.(1985)。Spreading between the Gold and Silver Markets: Is There a Parity。The Journal of Futures Markets,5,579-594。  new window
19.Rausser, G. C.、Carter, C.(1983)。Futures Market Efficiency in the Soybean Complex。Review of Economics & Statistics,65(3),469-478。  new window
20.Wahab, M.(1995)。Conditional Dynamics and Optimal Spreading in the Precious Metals Futures Markets。The Journal of Futures Markets,15,131-166。  new window
21.Dickey, David A.、Fuller, Wayne A.(1981)。Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root。Econometrica: journal of the Econometric Society,49(4),1057-1072。  new window
22.Engle, Robert F.、Granger, Clive W. J.(1987)。Co-integration and Error Correction: Representation, Estimation, and Testing。Econometrica: Journal of the Econometric Society,55(2),251-276。  new window
圖書
1.Kolb, R. W.(1991)。Understanding Futures Markets。New York:New York Institute of Finance。  new window
2.財團法人中華民國證券曁期貨市場發展基金會(1993)。期貨交易理論與實務。財團法人中華民國證券曁期貨市場發展基金會。  延伸查詢new window
3.謝世義(1993)。商品期貨。財團法人中華民國證券曁期貨市場發展基金會。  延伸查詢new window
 
 
 
 
第一頁 上一頁 下一頁 最後一頁 top
QR Code
QRCODE