文化大學機構典藏 CCUR:Item 987654321/24100
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    題名: Appling new hybrid model to evaluate dynamic relationship in high-tech Industries
    作者: Wang, YH (Wang, Yi-Hsien)
    貢獻者: Dept Banking & Finance
    關鍵詞: VAR
    grey model
    dynamic relationship
    impulse response
    日期: 2011-01-04
    上傳時間: 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
    顯示於類別:[財務金融學系 ] 期刊論文

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