6091.  經濟成長差異對公司資本結構之影響-以臺灣上市公司為例

洪嘉偉; Hung, Chia-wei ,  2008
[財務金融學系暨研究所] 學位論文
’s listed firms during 1995-2006 to analyze the impact of economic growth to capital structure. To consider the different characteristics of time

6092.  以選擇權理論估計訊息交易機率

江孟穎; Chiang, Meng-ying ,  2008
[財務金融學系暨研究所] 學位論文
in January 29, 2001 for S&P100 constituent stocks and ETF by Easley, Kiefer, O’Hara, and Paperman (1996) and option approaches, In cross and time sectional

6093.  貨幣政策對經濟成長的影響－馬可夫轉換模型之應用

黃麗萍; Huang, Li-ping ,  2007
[財務金融學系暨研究所] 學位論文
of Nonstationary Time Series and the Business Cycle”, Econometrica, 57, pp. 357-384. 10. Hamilton, J. D., (1996), “Specification testing in Markov-switching

6094.  以微結構模型探討NASDAQ報價價差組成份

張家銘; Chang, Chia-ming ,  2008
[財務金融學系暨研究所] 學位論文
. The empirical results that the inventory and adverse selection costs are estimated by two-way model effect on average trading between time and trading

6095.  外匯投資組合風險值之估計 : DCC多變量GARCH模型之應用

陳志偉; Chen, Chih-wei ,  2005
[財務金融學系暨研究所] 學位論文
in international currency markets are dynamic time series. We could use such criterions as a good reference to allocate assets and diversify portfolio risk

6096.  隱含便利收益的資訊內涵 : 以Copula為基礎的美式選擇權定價模型

林明瑛; Lin, Ming-in ,  2006
[財務金融學系暨研究所] 學位論文
and determinants of convenience yield over time for three month oil commodities futures. Contrary to previous approaches, convenience yields are treated

6097.  原油價格波動性預測

陳佳琪; Chen, Chia-chi ,  2008
[財務金融學系暨研究所] 學位論文
灣及美國市場之實證」，淡江大學財務金融研究所碩士論文。 二、國外文獻： Akgiray, V. (1989), Conditional heteroscedasticity in time series of stock returns: evidence and forecasts

6098.  美國油價期貨報酬與股市報酬率之非線性關係

陳隆昌; Chen, Lung-chung ,  2005
[財務金融學系暨研究所] 學位論文
results, we found that these time series of both financial markets are stationary after first differential however they are non-stationary

6099.  台灣利率期限結構之非線性平滑轉換誤差修正模型實證研究

許琇庭; Hsu, Shiou-ting ,  2006
[財務金融學系暨研究所] 學位論文
. J. (1981), “Some Properties of Time Series Data and Their Use in Econometric Model Specification,” Journal of Econometrics, 16, 121-130. Granger, C

6100.  從員工分紅配股費用化之宣示效應，剖析國內上市、櫃電子公司的貪婪程度

張鈺祥; Chang, Yu-hsiang ,  2008
[國際企業學系暨研究所] 學位論文
, to analyze degree of greediness in the listing and OTC electronic stocks. 員工分紅配股費用化;空窗期;股東會前一日;除權參考價;stock grant`s expense;time lag;different imputed