臺灣人文及社會科學引文索引資料庫系統

:::

詳目顯示

回上一頁
第 1 筆 / 總合 1 筆   第一頁 上一頁 下一頁 最後一頁
/1頁
題名：利用輕微發散泡沫模型檢驗臺灣股市泡沫現象--以農金概念股為例
書刊名：數據分析
作者：陳振銘／楊永列／盛子駿
作者(外文)：Chen, Chen-ming／Yang, Yung-lieh／Sheng, Tzn-chun
出版日期：2014
卷期：9:2
頁次：頁83-107
主題關鍵詞：理性泡沫；輕微發散泡沫模型；股價指數；遞迴迴歸法；Rational bubbles；Mildly explosive bubble model；Stock price index；Recursive regression techniques
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:8
  • 點閱點閱:0
期刊論文
1.Froot, Kenneth A.、Obstfeld, Maurice(1991)。Intrinsic Bubbles: The Case of Stock Prices。The American Economic Review，81(5)，1189-1214。  new window
2.王景南、葉錦徽、林宗漢(20110300)。臺灣房市存在價格泡沫嗎？。經濟論文，39(1)，61-89。new window  延伸查詢new window
3.Phillips, Peter C. B.、Yu, Jun(2011)。Dating the Timeline of Financial Bubbles during the Subprime Crisis。Quantitative Economics，2(3)，455-491。  new window
4.Evans, G. W.(1989)。The Fragility of Sunspots and Bubbles。Journal of Monetary Economics，23，297-317。  new window
5.Blanchard, Olivier J.(1979)。Speculative Bubbles, Crashes and Rational Expectations。Economic Letters，3(4)，387-389。  new window
6.Campbell, John Y.、Shiller, Robert J.(1987)。Cointegration and Tests of Present Value Models。Journal of Political Economy，95(5)，1062-1088。  new window
7.Tirole, Jean(1985)。Asset Bubbles and Overlapping Generations。Econometrica，53(5)，1071-1100。  new window
8.Campbell, John Y.、Shiller, Robert J.(1988)。The dividend-price ratio and expectations of future dividends and discount factors。The Review of Financial Studies，1(3)，195-228。  new window
9.Shiller, Robert J.(1981)。Do Stock Prices Move Too Much to be Justified by Subsequent Changes in Dividends?。American Economic Review，71(3)，421-436。  new window
10.Diba, B. T.、Grossman, H. I.(1988)。Explosive Rational Bubbles in Stock Prices?。The American Economic Review，78(3)，520-530。  new window
11.Phillips, Peter C. B.、Wu, Yangru、Yu, Jun(2011)。Explosive Behavior in the 1990s NASDAQ: When Did Exuberance Escalate Asset Values?。International Economic Review，52(1)，201-226。  new window
12.Brooks, C.、Katsaris, A.(2005)。A Three-Regime Model of Speculative Behaviour: Modelling the Evolution of the S&P 500 Composite Index。The Economic Journal，115，767-797。  new window
13.Watanapalachaikul, S.、Islam, S. M. N.(2007)。Rational Speculative Bubbles in the Thai Stock Market: Econometric Tests and Implications。Review of Pacific Basin Financial Markets and Policies，10(1)，1-13。  new window
14.Tirole, Jean(1982)。On the Possibility of Speculation under Rational Expectations。Econometrica，50(5)，1163-1181。  new window
15.West, Kenneth D.(1987)。A Specification Test for Speculative Bubbles。The Quarterly Journal of Economics，102(3)，553-580。  new window
16.Evans, G. W.、Honkapohja, S.(1992)。On the Robustness of Bubbles in Linear RE Models。International Economic Review，33，1-14。  new window
研究報告
1.Vissing-Jorgensen, A.(2004)。Perspectives on Behavioral Finance: Does Irrationality Disappear with Wealth? Evidence from Expectations and Actions。Northwestern University。  new window
圖書
1.Cuthbertson, K.(1996)。Quantitative Financial Economics-Stocks, Bonds and Foreign Exchange。John Wiley & Sons。  new window
2.Blanchard, Oliver Jean、Fischer, Stanley(1989)。Lectures on Macroeconomics。Cambridge, Massachusetts：MIT Press。  new window
3.Campbell, John Y.、Lo, Andrew W.-C.、MacKinlay, A. Craig(1997)。The Econometrics of Financial Markets。Princeton University Press。  new window
其他
1.Gurkaynak, R. S.(2005)。Econometric Tests of Asset Price Bubbles: Taking Stock，Federal Reserve Board。  new window
2.Phillips, P. C. B.，YU, J.(2009)。Limit Theory for Dating the Origination and Collapse of Mildly Explosive Periods in Time Series Data，Singapore Management University。  new window
圖書論文
1.Statman, M.(1988)。Investor psychology and market Inefficiencies。Equity Market and Valuation Methods。California：The Institute of Chartered Financial Analysis。  new window
 
 
 
 
第一頁 上一頁 下一頁 最後一頁 top
QR Code
QRCODE

臺灣人文及社會科學引文索引資料庫

目前上線人數：995（臺灣：991，外國：4） ／ 本年度總使用人次：2071125 ／ 訪客人次（自102年09月）：67864752
國家圖書館著作權聲明 Copyright © 2013 All rights reserved.
本館地址: 100201臺北市中山南路20號． 本館地圖及交通資訊．
總機：(02)23619132．最佳瀏覽解析度為1024x768以上