Tsai, Tzong-ru; Chiang, Y. C.; Wu, Shuo-jye
,
2004-12-01 [統計學系暨研究所] 期刊論文 Brazilian Journal of Probability and Statistics 18(2), pp.151-162 -Jye Wu
VanBrackle and Reynolds (1997)). The second method fits a time series model
to the process data and then uses the residuals from this time
李辛; Hsin, Lee
,
2009 [財務金融學系暨研究所] 學位論文 ),“Intergration Versus Stationarity in the Time Series,”Econometrica, 60, 423-433.
Engle, R. F. and C. W. J. Granger (1987),“Cointegration and Error
吳慧瑩; Wu, Hui-ying
,
2008 [財務金融學系暨研究所] 學位論文 returns of these two countries has no significant negative affect towards crude oil price uplifts. This implies at this time in age, skyrocketing crude
廖皎利; Liao, Chiao-lee
,
2005 [財務金融學系暨研究所] 學位論文 to the trend of interest rates in the world. We employ the U.S equity market as the practice target. Using various time series methodologies
陳靜怡; Chen, Ching-yi
,
2009 [財務金融學系暨研究所] 學位論文 Bloomberg. Methods employed are all well developed time series methodologies.
Empirical evidence from unit root test shows that all variables