淡江大學機構典藏

25201.  以門檻誤差修正模型分析台灣股價指數與匯率及利率之長短期互動關係

章志銘; Chang, Chih-ming ,  2005
[Graduate Institute & Department of Banking and Finance] Thesis
衡關係時之線性調整過程，惟其實證結果不如門檻誤差修正模型，在門檻模型較能精確掌握股價指數與利率長期因果關係之全貌及不對稱價格調整情形。 Employing the Threshold Error-Correction Model (TECM), this study investigates

25202.  Volatility forecasting and risk management

劉洪鈞; Liu, Hung-chun ,  2008
[Graduate Institute & Department of Banking and Finance] Thesis
for predictability: Which one should we use? Econometric Reviews 23, 371-402. Jarque, C. M., Bera, A. K., 1987. A test for normality of observations

25203.  三因子Sharpe-Lintner資本資產定價模型聯立體系之檢定

王朝平; Wang, Chao-ping ,  2005
[Graduate Institute & Department of Banking and Finance] Thesis
, 1993, 1995, 1996), introduced the three-factor model, which helped extend the CAPM into a better, more complete model. This study will utilize

25204.  固定比例投資組合保險策略動態調整乘數績效分析－運用不同類型技術分析之比較

劉智豪; Liu, Chih-hao ,  2008
[Graduate Institute & Department of Banking and Finance] Thesis
adjusting factors －an empiric study of different technical analysis 投資組合保險;CPPI;CRISMA;ETF;Portfolio Insurance;CPPI;CRISMA;ETF 台灣股市屬於淺碟型的市場，加上政治因素的不確定

25205.  多角化策略在規模差異下對獲利績效之影響 － 以本國銀行業為例

宋兆達; Sung, Chao-ta ,  2008
[Graduate Institute & Department of Banking and Finance] Thesis
competitive environment. This study takes advantage of Panel Threshold Model, advocated by Hansen (1999), to execute empirical test and hope to find

25206.  解除外資持股限制對股市及匯市跳躍共移性之影響 : CBP-GARCH模型之應用

嚴文亮; Yen, Wen-liang ,  2006
[Graduate Institute & Department of Banking and Finance] Thesis
負值，惟跳躍強度均不一致；櫃檯市場方面，解除持股限制前後，跳躍強度相關係數並無顯著差異。 This study applies the CBP-GARCH model (a) to analyze the Taiwan Security Exchang (TWSE) Market and Over

25207.  民間參與國立大學學生宿舍BOT之投資可行性研究 : 以國立臺灣大學為例

許宏祥; Hsu, Hung-hsiang ,  2006
[Graduate Institute & Department of Industrial Economics] Thesis
in student dormitories of public university : the case study of ntu dormitories 民間參與國立大學學生宿舍BOT之投資可行性研究 : 以國立台灣大學為例 學生宿舍;BOT計畫;專案財務計畫書;高速鐵路;高雄捷運;Students

25208.  台北市豪宅市場關鍵成功因素

郭恬綾; Kuo, Tien-ling ,  2005
[Graduate Institute & Department of International Business] Thesis
淡江大學國際貿易學系國際企業學碩士班 林光賢; Lin, Kuang-hsien 郭恬綾 Kuo, Tien-ling 台北市豪宅市場關鍵成功因素 A study of key successful factors of Taipei city luxury apartment market 房

25209.  宏觀調控下多國因應政策之研究 : 以賽局觀點

王景輝; Wang, Jing-huei ,  2006
[Graduate Institute & Department of International Business] Thesis
),　“Symposium：Methodological Foundations of the Study of International Conflict,” International Studies Quarterly, Vol.29, pg.119-154. 5. Bueno de Mesquita, Bruce

25210.  論外資購併本國銀行機構問題之探討

郭貞君; Kuo, Chen-chun ,  2008
[Graduate Institute & Department of International Business] Thesis
. 3. Whether probe into the Taiwanese financial institutions promote the competitiveness can use uncounted tactics, but why must choose to through