5121.  美國貨幣政策與股匯市對物價影響-非線性平滑轉換誤差修正模型之應用

陳淑惠; Chen, Shu-hui ,  2009
[財務金融學系暨研究所] 學位論文
, The Economist, 2009, May 9th, 15-16. Dickey, D.A. and Fuller, W.A. (1979), Distribution of the estimators for autoregressive time series with a unit root

5122.  千禧年前後亞洲股市連動性研究—中國與亞洲四小龍

周克行; Cho, Ke-hsin ,  2007
[財務金融學系暨研究所] 學位論文
of this study is to employ various time series methodologies of Johansen-cointegration, Granger causality, impulse response function and variance decomposition

5123.  不對稱匯率波動模型的預測 : 以日本與新加坡匯率為例

劉西真; Liu, Hsi-chen ,  2007
[財務金融學系暨研究所] 學位論文
. ( 1989 ), “Conditional heteroscedasticity in time series of stock returns：evidence and forecasts”, Journal of Business, Vol. 62, pp. 55-80. Alizadeh S., M

5124.  現貨價格可測下最小變異避險策略

黃淑茹; Huang, Shu-ju ,  2009
[財務金融學系暨研究所] 學位論文
of estimators for autoregressive time series with a unit root, Journal of the American Statistical Association, vol. 74, pp. 427-431. 9. Ederington

5125.  應用殖利率曲線配適模型建構債券之交易策略－臺灣公債市場之實證研究

陳韻如; Chen, Yun-ju ,  2007
[財務金融學系暨研究所] 學位論文
for the time period January 2003 to December 2006. We present the resulting pricing errors and the trading strategies based on these pricing errors

5126.  石油價格對亞洲四小龍股市非線性之影響關係探討

涂柔卉; Tu, Jou-hui ,  2009
[財務金融學系暨研究所] 學位論文
擊效果。 Petroleum has always been playing a heavy role in the everyday life and the economic activities of the human society. The oil price fluctuations

5127.  亞洲新興市場股價指數效率性檢定 : 運用考慮多重結構性轉變點之縱橫單根檢定法

俞佳芬; Yu, Chia-fen ,  2006
[財務金融學系暨研究所] 學位論文
and W.A. Fuller, (1979). Distribution of the Estimators for Autoregression Time Series with a Unit Root. Journal of American Statistical Association

5128.  臺灣加權指數、臺指期貨與臺灣中型100指數之價格發現與傳遞功能比較

楊經仕; Yang, Ching-shih ,  2009
[財務金融學系暨研究所] 學位論文
period of time, indicating data in time series are clustered and asymmetrical. In a shorter time frame, TAIEX is leading Taiwan index futures by 2 periods

5129.  股票市場本益比與總體經濟變數關聯性之研究 : 以台灣股票市場為例

李焰彰; Lee, Yen-chang ,  2005
[財務金融學系暨研究所] 學位論文
that the P/E ratio was not influenced by any chosen variables. However over a short time the market return rate will have a slight influence on the P/E

5130.  資產報酬在偏態GED分配下之跳躍模型比較

陳俊吉; Chen, Chun-chi ,  2008
[財務金融學系暨研究所] 學位論文
’ stock returns except Brazil with the two models have significant characteristic of jumping and jump process is provided with time varying. It’s better