Appling new hybrid model to evaluate dynamic relationship in high-tech Industries

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Please use this identifier to cite or link to this item: https://irlib.pccu.edu.tw/handle/987654321/24100

Title:	Appling new hybrid model to evaluate dynamic relationship in high-tech Industries
Authors:	Wang, YH (Wang, Yi-Hsien)
Contributors:	Dept Banking & Finance
Keywords:	VAR grey model dynamic relationship impulse response
Date:	2011-01-04
Issue Date:	2013-01-30 14:20:20 (UTC+8)
Abstract:	Investigating dynamic relationship among stock markets has received considerable attention by both academics and practitioners. Hence, this study presents new integrated model, Grey-VAR Model, to modify Granger causality test procedure that can investigate dynamic relationships of high-tech industries. These results provide evidences that there exist the short-term equilibrium relationship of high-tech industries and the investors can alter portfolio allocation.
Relation:	AFRICAN JOURNAL OF BUSINESS MANAGEMENT 卷: 5 期: 1 頁數: 13-18
Appears in Collections:	[Department of Banking & Finance ] periodical articles

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