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題名:臺灣股價之預測
書刊名:臺灣銀行季刊
作者:邱建良 引用關係李命志邱柏霖
出版日期:1999
卷期:50:4
頁次:頁130-171
主題關鍵詞:臺灣股價預測
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(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:12
  • 點閱點閱:8
期刊論文
1.Doan, Thomas、Litterman, Robert B.、Sims, Christopher A.(1984)。Forecasting and Conditional Projection Using Realistic Prior Distributions。Econometric Reviews,3(1),1-100。  new window
2.Geske, Robert、Roll, Richard(1983)。The Fiscal and Monetary Linkage between Stock Returns and Inflation。Journal of Finance,38(1),1-33。  new window
3.Umstead, D. A.(1977)。Forecasting stock market prices。Journal of Finance,32,427-441。  new window
4.DeBondt, W. F. M.、Thaler, R. H.(1989)。A Mean-reverting Walk Down Wall Street。Journal of Economic Perspectives,3,189-202。  new window
5.Friedman, M.、Schwartz, A. J.(1963)。Money and business cycles。Review of Economics and Statistics,45(1),32-64。  new window
6.Rozeff, M. S.(1974)。Money and Stock Price: Market Efficiency and the Lag in Effect of Monetary Policy。Journal Financial Economics,1,245-302。  new window
7.Akaike, H.(1969)。Fitting Autoregression for Prediction。Annals of the Institute of Statistical Mathematics,21,243-247。  new window
8.Fama, Eugene F.(1981)。Stock returns, real activity, inflation, and money。American Economic Review,71,545-565。  new window
9.Hsiao, C.(1981)。Autoregressive modelling and money-income causality detection。Journal of Monetary Economics,7,85-106。  new window
10.Hsiao, Cheng(1979)。Autoregressive modeling of Canadian money and income data。Journal of the American Statistical Association,74(367),553-560。  new window
11.梁發進(19891200)。臺灣之貨幣供給、股票價格與通貨膨脹。臺灣銀行季刊,40(4),1-27。new window  延伸查詢new window
12.Kalman, R. E.(1960)。A New Approach to linear filtering and prediction problems。Journal of Basic Engineering,82(1),34-45。  new window
13.Engle, Robert F.、Yoo, Byung Sam(1987)。Forecasting and Testing in Cointegrated Systems。Journal of Econometrics,35(1),143-159。  new window
14.Kalman, R. E.、Bucy, B. S.(1961)。New Results in Linear Filtering and Prediction Theory。Transactions of the ASME, Series D, Journal of Basic Engineering,83,95-108。  new window
15.Granger, C.(1969)。Investigating Causal Relations by Economic Models and Special Methods。Econometrica,37(3),424-438。  new window
16.Cooper, Richard V. L.(1974)。Efficient Capital Markets and The Quantity Theory of Money。The Journal of Finance,29(3),887-908。  new window
17.Dornbusch, R.(1975)。A Portfolio Balance Model of the Open Economy。Journal of Monetary Economics,1,3-20。  new window
18.Akaike, H.(1970)。A Fundamental Relation Between Predictor Identification and Power Spectrum Estimation。Annals of the Institute of Statistical Mathematics,22,219-223。  new window
19.Aggarwal, R.(1981)。Exchange Rates and Stock Prices: A Study of the U. S. Capital Markets under Floating Exchange Rates。Akron Business and Economic Review,7-12。  new window
20.Cochrane, J. H.(1991)。Production-based Asset Pricing and the Link between Stock Returns and the Economic Fluctuation。Journal of Finance,16,209-37。  new window
21.Diderrrich, G. T.(1985)。The Kalman Filter from the Perspective of Goldberger-Theil Estimators。The American Statistician,39。  new window
22.Engle, R. F.、Granger, C. W. J.(1987)。Co-integration Error Correction: Representation, Estimation, and Testing。Econometrica,55,251-276。  new window
23.Jorion, P.(1990)。The Exchange-rate Exposure of US Multinationals。Journal of Business,63,331-345。  new window
24.Rogalski, R. J.、Joseph, D. V.(1997)。Stock Returns, Money Supply and Direction of Causality。Journal of Finance,36,1017-1030。  new window
25.Spiro, P. S.(1990)。The Impact of Interest Rate Change on the Stock Price Volatility。Journal of portfolio Management,63-68。  new window
26.Swamy, P. A. V. B.、Tinsley, P. A.(1980)。Linear Prediction and Estimation Methods for Regression Models with Stationary Stochastic Coefficients。Journal of Econometrics,12(2),103-142。  new window
27.Tanner, J. E.、Trapani, J. M.(1977)。Can the Quantity Theory Be Used to Predict Stock Prices-or Is the Stock Market Efficient。Southern Economic Journal,44,261-70。  new window
28.Granger, C. W. J.、Newbold, P.(1974)。Spurious Regression in Econometrics。Journal of Econometrics,2(2),111-120。  new window
29.Tobin, James(1958)。Liquidity Preference as Behavior Towards Risk。Review of Economic Studies,25(2),65-86。  new window
30.Chen, Nai-fu、Roll, Richard、Ross, Stephen A.(1986)。Economic Forces and the Stock Market。Journal of Business,59(3),383-403。  new window
31.Sims, Christopher A.(1980)。Macroeconomics and Reality。Econometrica: Journal of the Econometric Society,48(1),1-48。  new window
32.Akaike, Hirotsugu(1974)。A new look at the statistical model identification。IEEE Transactions on Automatic Control,19(6),716-723。  new window
33.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.Shiller, Robert J.(1989)。Market Volatility。The MIT Press。  new window
2.Pindyck, Robert S.、Rubinfeld, Daniel L.(1991)。Econometric Models and Economic Forecasts。McGraw-Hill Book Company, Inc.。  new window
3.Murinde, V.(1993)。Policy Modelling for Developing Countries。Aldershot:Avebury。  new window
圖書論文
1.Tobin, J.(1963)。Commercial Banks as Creators of Money。Banking and Monetary Studies。  new window
 
 
 
 
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