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題名:政黨輪替前後臺灣股市與國際股市連動性之比較
書刊名:中原企管評論
作者:陳鳳琴
作者(外文):Chen, Feng-chin
出版日期:2010
卷期:8:2
頁次:頁39-71
主題關鍵詞:政黨輪替單根檢定不對稱門檻共整合不對稱門檻誤差修正模型股票市場Political party changeUnit root testAsymmetric threshold cointegrationAsymmetric threshold error correction modelStock markets
原始連結:連回原系統網址new window
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  • 共同引用共同引用:39
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期刊論文
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研究報告
1.Bohl, M. T., and Siklos, P.,(2001)。“ The Bundesbank’s Inflation Policy and Asymmetric Behavior of the German Term Structure”。  new window
圖書
1.Tong, H.(1990)。Non-Linear Time Series: A Dynamic System Approach。Oxford:Oxford University Press。  new window
2.Tong, H.(1983)。Threshold Models in Non-Linear Time Series Analysis。Springer-Verlag。  new window
 
 
 
 
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