| 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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