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

文化大學機構典藏 CCUR > 商學院 > 財務金融學系 > 期刊論文 > Item 987654321/24100

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题名:	Appling new hybrid model to evaluate dynamic relationship in high-tech Industries
作者:	Wang, YH (Wang, Yi-Hsien)
贡献者:	Dept Banking & Finance
关键词:	VAR grey model dynamic relationship impulse response
日期:	2011-01-04
上传时间:	2013-01-30 14:20:20 (UTC+8)
摘要:	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.
關聯:	AFRICAN JOURNAL OF BUSINESS MANAGEMENT 卷: 5 期: 1 頁數: 13-18
显示于类别:	[財務金融學系 ] 期刊論文

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