4991.  貨幣政策對利率的影響 : 以美國Fed為例

許豑勻; Hsu, Chih-yun ,  2006
[Graduate Institute & Department of Banking and Finance] Thesis
, Vol. 31, pp.307-327. Bollerslev, T., R. F. Engle, and J. M. Wooldridge,(1988), “A Capital- Asset Pricing Model with Time-Varying Covariances,” Journal

4992.  厚尾GARCH模型在台灣金融資產之應用

蔡宗和; Tsai, Tsung-ho ,  2005
[Graduate Institute & Department of Banking and Finance] Thesis
Accurate Forecasts.〞International Econometric Review, Vol.39, no.4, pp.885-905. Akgiray, V. (1989),〝Conditional Heteroscedasticity in Time Series of Stock

4993.  公司債信用價差分析 : 台灣與美國債券市場之實證探討

李亞純; Lee, Ya-chun ,  2007
[Graduate Institute & Department of Banking and Finance] Thesis
. A. and Fuller, W. A. (1979) Distribution of the estimators for autoregressive time series with a unit root Journal of the American Statistical Association

4994.  以ARJI-Trend with Structural Break模型來探討台灣股票市場日報酬率之動態行為

詹榮桂; Chan, Jung-kuei ,  2006
[Graduate Institute & Department of Banking and Finance] Thesis
the identities of assets return volatility. The evidence significant indicates that : 1. We find significant time variation in the conditional

4995.  Price discovery of futures markets in Taiwan ARDL-ECM approach

姜義展; Chiang I-chan ,  2005
[Graduate Institute & Department of Banking and Finance] Thesis
. Banerjee, A., J. Dolado and R. Mestre (1998) “Error-Correction Mechanism Tests for Cointegration in Single-Equation Framework”, Journal of Time Series

4996.  金磚四國(BRICs)股市與美國股市間的非線性互動關係

葉芳雯; Yeh, Fang-wen ,  2006
[Graduate Institute & Department of Banking and Finance] Thesis
. Dickey, D. A. and W. A. Fuller (1979), “Distribution of the estimators for autoregression time series with a unit root, ”Journal of American

4997.  效率工資、知識累積與均衡失業

侯貝璇; Hou, Pei-hsuan ,  2007
[Graduate Institute & Department of Industrial Economics] Thesis
in Continuous Time Rational Expectations Models: A General Method and Some Macroeconomic Examples,” Econometrica 52, 665-680. Burmeister, E., 1980

4998.  對外投資廠商海外研發活動決策因素及相關性之研究

林俊宏; Lin, Chun-hung ,  2008
[Graduate Institute & Department of Industrial Economics] Thesis
is considered and a time trend variable is introduced to investigate if the impact of oversea R&D decision on domestic R&D decision expressed a traceable

4999.  逐步型一區間設限下的最佳設計與允收抽樣計畫

黃炫融; Huang, Syuan-rong ,  2007
[Graduate Institute & Department of Statistics] Thesis
problems of progressive type-I interval-censoring life test with exponential failure time distribution. The first problem is how to design an appropriate

5000.  採用本體論及推論於資料語意偵錯之研究

林英潔; Lin, Ying-jie ,  2007
[Graduate Institute & Department of Information Management] Thesis
the rapid development of internet, website contents also experiencing major changes in time and space. An important question is how to maintain