المؤلفون: 陳褘銘, Chen, Huei-Ming

المساهمون: 黃柏鈞, Huang, Po-Chun

مصطلحات موضوعية: 薪資不均, 公司間變異, 公司內變異, 變異數分解, AKM模型, 分隔效應, 分類效應, Wage Inequality, Between-Firm Variance, Within-Firm Variance, Variance Decomposition, AKM Model, Segregation Effect, Sorting Effect

وصف الملف: 2687307 bytes; application/pdf

Relation: Abowd, J. M., Kramarz, F., and Margolis, D. N. (1999). High wage workers and high wage firms. Econometrica, 67(2):251–333. Akerman, A., Helpman, E., Itskhoki, O., Muendler, M.-A., and Redding, S. (2013). Sources of wage inequality. American Economic Review, 103(3):214–219. Antonczyk, D., DeLeire, T., and Fitzenberger, B. (2018). Polarization and rising wage inequality: comparing the us and germany. Econometrics, 6(2):20. Barrett, A., Callan, T., and Nolan, B. (1999). Rising wage inequality, returns to education and labour market institutions: Evidence from ireland. British Journal of Industrial Relations, 37(1):77–100. Barth, E., Bryson, A., Davis, J. C., and Freeman, R. (2016). It’s where you work: Increases in the dispersion of earnings across establishments and individuals in the united states. Journal of Labor Economics, 34(S2):S67–S97. Blau, F. D. and Kahn, L. M. (1994). Rising wage inequality and the us gender gap. The American Economic Review, 84(2):23–28. Burtless, G. (1995). International trade and the rise in earnings inequality. Journal of economic literature, 33(2):800–816. Card, D., Heining, J., and Kline, P. (2013). Workplace heterogeneity and the rise of west german wage inequality. The Quarterly journal of economics, 128(3):967–1015 Gernandt, J. and Pfeiffer, F. (2007). Rising wage inequality in germany. Jahrbücher für Nationalökonomie und Statistik, 227(4):358–380. Haltiwanger, J. C., Hyatt, H. R., and Spletzer, J. (2022). Industries, mega firms, and increasing inequality. Technical report, National Bureau of Economic Research. Heathcote, J., Storesletten, K., and Violante, G. (2004). The macroeconomic implications of rising wage inequality in the us. Forthcoming in Journal of Political Economy. Song, J., Price, D. J., Guvenen, F., Bloom, N., and Von Wachter, T. (2019). Firming up inequality. The Quarterly journal of economics, 134(1):1–50. Zwysen, W. (2022). Wage inequality within and between firms: Macroeconomic and institutional drivers in europe. ETUI Research Paper-Working Paper. 葉卉軒 (2023). 學者：所得不均度惡化國內企業薪資制度有「美國化」趨勢.經濟日報. 取自https://money.udn.com/money/story/5648/7610382. 財政部統計處 (2017). 進出口貨品結構性複分類之研修. 陳素玲 and 葉卉軒 (2023). 主計總處統計 408 萬人月薪不到 4.3 萬元貧富差距擴大為4.12 倍.經濟日報. 取自https://money.udn.com/money/story/5648/7610378. 黃芳玫 and 邵紫婷 (2022). 臺灣基本工資調升對薪資不均之影響—2012–2019 實證.Taiwan Economic Forecast & Policy, 53(1).27; G0111258018; https://nccur.lib.nccu.edu.tw//handle/140.119/153291; https://nccur.lib.nccu.edu.tw/bitstream/140.119/153291/1/801801.pdf

الاتاحة: https://nccur.lib.nccu.edu.tw//handle/140.119/153291
https://nccur.lib.nccu.edu.tw/bitstream/140.119/153291/1/801801.pdf

المؤلفون: 徐士勛*, Hsu, Shih-Hsun, 李佳罄

المساهمون: 經濟系

مصطلحات موضوعية: 股市報酬率與波動率, 廣義預測誤差變異數分解, 鏈結指數, 外溢效果, 網 絡佈局圖, Return and Volatility, generalized forecast error variance decomposition, connectedness, spillover effect, connectedness layout

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Relation: 經濟論文叢刊, 47卷4期, 579 - 620; https://nccur.lib.nccu.edu.tw//handle/140.119/129113; https://nccur.lib.nccu.edu.tw/bitstream/140.119/129113/1/157.pdf

الاتاحة: https://nccur.lib.nccu.edu.tw//handle/140.119/129113
https://doi.org/10.6277/TER.201912_47(4).0003
https://nccur.lib.nccu.edu.tw/bitstream/140.119/129113/1/157.pdf

المؤلفون: 陳雨竹, Chen, Yu-Zhu

المساهمون: 盧敬植, Lu, Ching-Chih

مصطلحات موضوعية: 市場擇時理論, 現金流訊息, 折現率訊息, 變異數分解, 現金增資宣告, Market timing theory, Cash flow news, Discount rate news, Variance decomposition, SEO announcement

Relation: Baker, M., & Wurgler, J. (2002). Market timing and capital structure. The Journal of Finance, 57(1), 1-32.\r\nBanz, R. W. (1981). The relationship between return and market value of common stocks. Journal of Financial Economics, 9(1), 3-18.\r\nBayless, M., & Chaplinsky, S. (1996). Is there a window of opportunity for seasoned equity issuance? The Journal of Finance, 51(1), 253-278.\r\nButler, A. W., & Wan, H. (2010). Stock market liquidity and the long-run stock performance of debt issuers. The Review of Financial Studies, 23(11), 3966-3995.\r\nCampbell, J. Y. (1991). A variance decomposition for stock returns. The Economic Journal, 101(405), 157-179.\r\nCampbell, J. Y., & Shiller, R. J. (1988). The dividend-price ratio and expectations of future dividends and discount factors. The Review of Financial Studies, 1(3), 195-228.\r\nChen, L., & Zhao, X. (2006). On the relation between the market-to-book ratio, growth opportunity, and leverage ratio. Finance Research Letters, 3(4), 253-266.\r\nCho, H., & Choi, S. (2015). what drives credit rating changes? A return decomposition approach. Asia‐Pacific Journal of Financial Studies, 44(6), 899-931.\r\nDeAngelo, H., DeAngelo, L., & Stulz, R. M. (2010). Seasoned equity offerings, market timing, and the corporate lifecycle. Journal of Financial Economics, 95(3), 275-295.\r\nFama, E. F. (1990). Stock returns, expected returns, and real activity. The Journal of Finance, 45(4), 1089-1108.\r\nFama, E. F., & French, K. R. (1992). The cross‐section of expected stock returns. The Journal of Finance, 47(2), 427-465.\r\nFama, E. F., & MacBeth, J. D. (1973). Risk, return, and equilibrium: Empirical tests. Journal of Political Economy, 81(3), 607-636.\r\nHovakimian, A. (2006). Are observed capital structures determined by equity market timing? Journal of Financial and Quantitative Analysis, 41(1), 221-243.\r\nJensen, M. C., Black, F., & Scholes, M. S. (1972). The capital asset pricing model: Some empirical tests.\r\nJo, H., & Kim, Y. (2007). Disclosure frequency and earnings management. Journal of Financial Economics, 84(2), 561-590.\r\nKeim, D. B. (1983). Size-related anomalies and stock return seasonality: Further empirical evidence. Journal of Financial Economics, 12(1), 13-32.\r\nLin, J.-C., & Wu, Y. (2013). SEO timing and liquidity risk. Journal of Corporate Finance, 19, 95-118.\r\nLintner, J. (1965). Security prices, risk, and maximal gains from diversification. The Journal of Finance, 20(4), 587-615.\r\nLoughran, T., & Ritter, J. R. (1995). The new issues puzzle. The Journal of Finance, 50(1), 23-51.\r\nLoughran, T., & Ritter, J. R. (1997). The operating performance of firms conducting seasoned equity offerings. The Journal of Finance, 52(5), 1823-1850.\r\nMyers, S. C. (1984). Capital structure puzzle. In: National Bureau of economic research Cambridge, Mass., USA.\r\nRangan, S. (1998). Earnings management and the performance of seasoned equity offerings. Journal of Financial Economics, 50(1), 101-122.\r\nShao, J., & Rao, J. (1993). Jackknife inference for heteroscedastic linear regression models. Canadian Journal of Statistics, 21(4), 377-395.\r\nSharpe, W. F. (1964). Capital asset prices: A theory of market equilibrium under conditions of risk. The Journal of Finance, 19(3), 425-442.\r\nStattman, D. (1980). Book values and stock returns. The Chicago MBA: A Journal of Selected Papers, 4(1), 25-45.\r\nStein, J. C. (1996). Rational capital budgeting in an irrational world. In: National bureau of economic research Cambridge, Mass., USA.\r\nVuolteenaho, T. (2002). What drives firm-level stock returns? Journal of Finance, 57(1), 233-264.\r\nZaremba, A. (2020). Small-minus-big predicts betting-against-beta: Implications for international equity allocation and market timing. Investment Analysts Journal, 49(4), 322-341.; G0110357039; https://nccur.lib.nccu.edu.tw//handle/140.119/145927; https://nccur.lib.nccu.edu.tw/bitstream/140.119/145927/1/index.html

الاتاحة: https://nccur.lib.nccu.edu.tw//handle/140.119/145927
https://nccur.lib.nccu.edu.tw/bitstream/140.119/145927/1/index.html

المؤلفون: 呂毓庭, Lu, Yu-Ting

المساهمون: 盧敬植, Lu, Ching-Chih

مصطلحات موضوعية: 上櫃轉上市, 股票超額報酬預測誤差及其變異數分解模型, 預期報酬訊息, 現金流量訊息, 未預期股票超額報酬, Exchange listings, (Variance) Decomposition of Forecast Error of the Excess Stock Return Model, Expected-return news, Cash-flow news, Unexpected excess stock return

وصف الملف: 1204651 bytes; application/pdf

Relation: 吳世爵（2003）。台灣上櫃轉上市股票長期投資績效探討〔未出版之碩士論文〕。私立淡江大學財務金融學研究所。\n洪榮耀、馬黛（2006）。轉上市能增加媒體能見度嗎？管理與系統，13(2)，181-200。\n張眾卓、陳獻儀、陳乃菁（2014）。轉換交易市場與市場流動性。中山管理評論，22(3)，573-621。https://doi.org/10.6160/2014.09.05\n莊秩瑋（2003）。分析師預期與市場反應之關聯性研究〔未出版之碩士論文〕。國立政治大學會計學研究所。\n陳其美、鄭昌鐏（1998）。台灣集中市場與店頭市場關聯性之研究: 從產品市場觀點看企業掛牌決策。證券市場發展季刊，10(2)，1-37。\n陳炳宏（1999）。未預期股票報酬與股票超額報酬之變異數分解 – 台灣股市之實證研究〔未出版之碩士論文〕。國立高雄第一科技大學金融營運學研究所。\n陳雅琳（2010）。以風險溢酬概念探討台灣股市最佳投資策略與投資時點〔未出版之碩士論文〕。國立台灣大學財務金融學研究所。\n黃大薇（1994）。台灣股票報酬率之實證研究 – 理性預期理論之應用〔未出版之碩士論文〕。國立清華大學經濟學研究所。\n黃媛君（2000）。台灣上櫃公司轉上市的動機與股價行為的研究〔未出版之碩士論文〕。國立台灣大學財務金融學研究所。\n楊雅筑（2008）。低利率期間對投資現金流敏感度與內部資本市場影響台灣上市櫃公司之實證研究〔未出版之碩士論文〕。國立台灣大學財務金融學研究所。\n廖麗凱（2004）。現金流量訊息之資訊內涵 – 以台灣股票市場探討〔未出版之碩士論文〕。私立東海大學會計學研究所。\n劉佳振（2005）。新上市上櫃公司信用評等之研究〔未出版之碩士論文〕。私立東吳大學國際貿易學研究所。\n盧敬植（2007）。台灣股票市場及各別產業風險貼水之初步研究。財團法人中華民國證券櫃檯買賣中心。\n賴建成、林坤輝（2008）。興櫃初期與興櫃轉上市櫃初期股票異常報酬之研究。遠東學報25(4)，617-630。\n羅翊華（2017）。公司治理與股價崩跌風險之關聯性〔未出版之碩士論文〕。國立臺北科技大學經營管理學研究所。\n蘇裕惠、許瀚崴（2003年11月25日）。上櫃轉上市公司財務預測之研究〔口頭發表〕。2023商情資料庫分析與建置之研究成果發表會，台北市，台灣。\n顧廣平、林蒼祥（2001）。我國股票上櫃轉上市前後之股價行為。亞太社會科技學報1(1)，83-104。\n沈中華、李建然 （2005年6月23日）。台灣經濟新報文化事業公司事件研究法暨 β 模組使用手冊。TEJ台灣經濟新報文化事業公司。http://www.tej.com.tw/webtej/doc/event200506.pdf\n歐仁和、蔡豐澤、張眾卓、高鈺雰（2015）。上櫃轉上市公司長期績效與影響因素之探討。台灣管理學刊，15(2)，1-23。https://doi.org/10.6295/TAMJ.2015.1502.01\n財團法人中華民國證券櫃檯買賣中心審查有價證券上櫃作業程序。證券暨期貨法令判解查詢系統。http://www.selaw.com.tw/LawArticle.aspx?LawID=G0100657\n台灣證券交易所股份有限公司有價證券上市審查準則。證券暨期貨法令判解查詢系統。http://www.selaw.com.tw/LawArticle.aspx?LawID=G0100561\n台灣股票上櫃與上市申請條件比較表。財團法人中華民國證券櫃檯買賣中心。https://www.tpex.org.tw/web/service/sotck_info/comparison/apply_comparison.php?l=zh-tw\nAggarwal, R., & Rivoli, P. (1990). Fads in the initial public offering market? Financial management, 45-57.\nArbel, A. (1985). Generic stocks: An old product in a new package. The Journal of Portfolio Management, 11(4), 4-13.\nArbel, A., & Strebel, P. (1982). The neglected and small firm effects. Financial Review, 17(4), 201-218.\nArbel, A., & Strebel, P. (1983). Pay attention to neglected firms! The Journal of Portfolio Management, 9(2), 37-42.\nBaker, H. K., & Edelman, R. B. (1991). Valuation implications of AMEX listings: A joint test of the liquidity-signaling hypothesis. Quarterly Journal of Business and Economics, 87-109.\nBaker, H. K., & Petit, G. (1982). Management’s view of stock exchange listing. Akron Business and Economic Review, 13, 12-17.\nBaker, H. K., Powell, G. E., & Weaver, D. G. (1999a). Does NYSE listing affect firm visibility? Financial management, 46-54.\nBaker, H. K., Powell, G. E., & Weaver, D. G. (1999b). Listing changes and visibility gains. Quarterly Journal of Business and Economics, 46-63.\nBaker, H. K., Powell, G. E., & Weaver, D. G. (1999c). The visibility effects of Amex listing. The Quarterly Review of Economics and Finance, 39(3), 341-361.\nBanz, R. W. (1981). The relationship between return and market value of common stocks. Journal of financial Economics, 9(1), 3-18.\nCampbell, J. Y. (1991). A Variance Decomposition for Stock Returns. The Economic Journal, 101(405), 157-179.\nCampbell, J. Y., & Shiller, R. J. (1988). The dividend-price ratio and expectations of future dividends and discount factors. The Review of Financial Studies, 1(3), 195-228.\nChan, K. C., & Chen, N. F. (1991). Structural and return characteristics of small and large firms. The Journal of Finance, 46(4), 1467-1484.\nCho, H., & Choi, S. (2015). What Drives Credit Rating Changes? A Return Decomposition Approach. Asia-Pacific Journal of Financial Studies, 44(6), 899-931. https://doi.org/10.1111/ajfs.12118\nChristie, W. G., & Huang, R. D. (1994). Market structures and liquidity: A transactions data study of exchange listings. Journal of Financial Intermediation, 3(3), 300-326.\nDharan, B. G., & Ikenberry, D. L. (1995). The long‐run negative drift of post‐listing stock returns. The Journal of Finance, 50(5), 1547-1574.\nFama, E. F., & French, K. R. (1993). Common risk factors in the returns on stocks and bonds. Journal of financial Economics, 33(1), 3-56.\nFama, E. F., & French, K. R. (1995). Size and book‐to‐market factors in earnings and returns. The Journal of Finance, 50(1), 131-155.\nKadlec, G. B., & McConnell, J. J. (1994). The effect of market segmentation and illiquidity on asset prices: Evidence from exchange listings. The Journal of Finance, 49(2), 611-636.\nLatane, H. A., & Jones, C. P. (1977). Standardized unexpected earnings--a progress report. The Journal of Finance, 32(5), 1457-1465.\nLiu, L. X. (2009). Historical market-to-book in a partial adjustment model of leverage. Journal of Corporate Finance, 15(5), 602-612.\nMcConnell, J. J., & Sanger, G. C. (1984). A trading strategy for new listings on the NYSE. Financial Analysts Journal, 40(1), 34-38.\nMerton, R. C. (1987). A simple model of capital market equilibrium with incomplete information.\nRajan, R. G., & Zingales, L. (1995). What do we know about capital structure? Some evidence from international data. The Journal of Finance, 50(5), 1421-1460.\nRitter, J. R. (1991). The long‐run performance of initial public offerings. The Journal of Finance, 46(1), 3-27.\nSanger, G. C., & McConnell, J. J. (1986). Stock exchange listings, firm value, and security market efficiency: The impact of NASDAQ. Journal of Financial and Quantitative Analysis, 21(1), 1-25.\nShao, J., & Rao, J. (1993). Jackknife inference for heteroscedastic linear regression models. Canadian Journal of Statistics, 21(4), 377-395.\nSmith Jr, C. W., & Watts, R. L. (1992). The investment opportunity set and corporate financing, dividend, and compensation policies. Journal of financial Economics, 32(3), 263-292.\nVan Horne, J. C. (1970). New listings and their price behavior. The Journal of Finance, 25(4), 783-794.\nVuolteenaho, T. (1999). Understanding the aggregate book-to-market ratio. Available at SSRN 161911.\nVuolteenaho, T. (2002). What drives firm‐level stock returns? The Journal of Finance, 57(1), 233-264.\nYing, L. K., Lewellen, W. G., Schlarbaum, G. G., & Lease, R. C. (1977). Stock exchange listings and securities returns. Journal of Financial and Quantitative Analysis, 12(3), 415-432.; G0110357005; https://nccur.lib.nccu.edu.tw//handle/140.119/145917; https://nccur.lib.nccu.edu.tw/bitstream/140.119/145917/1/700501.pdf

الاتاحة: https://nccur.lib.nccu.edu.tw//handle/140.119/145917
https://nccur.lib.nccu.edu.tw/bitstream/140.119/145917/1/700501.pdf

المؤلفون: 崔可欣, 陳立斌, Tswei, Ke-Shin

المساهمون: 文化創意事業管理學系

مصطلحات موضوعية: 全球金融危機, 股市關聯性, 衝擊反應函數, 預測誤差變異數分解, global financial crisis, stock market interdependence, impulse response function, forecast error variance decomposition

وصف الملف: 1183780 bytes; application/pdf

Relation: 輔仁管理評論; 22卷3期; pp.35-62; http://nhuir.nhu.edu.tw/handle/987654321/27242; http://nhuir.nhu.edu.tw/bitstream/987654321/27242/1/全球金融.pdf

الاتاحة: http://nhuir.nhu.edu.tw/handle/987654321/27242
http://nhuir.nhu.edu.tw/bitstream/987654321/27242/1/全球金融.pdf

المؤلفون: 高崇瑋, Kao, Chung-Wei, 萬哲鈺, Wan, Jer-Yuh

المساهمون: 國立中興大學農業經濟研究所

مصطلحات موضوعية: 價格發現, Price Discovery, 訊息比例, 衝擊反應分析, 變異數分解, Information Share, Impulse Response Analysis, Variance Decomposition, eco, info

Relation: http://hdl.handle.net/11455/80677

الاتاحة: http://hdl.handle.net/11455/80677

المؤلفون: 崔可欣, 陳立斌, 劉亞秋, Tswei, Ke-Shin

المساهمون: 文化創意事業管理學系

مصطلحات موضوعية: 股市關聯性, 資本管制, 自由化政策, 衝擊反應函數, 預測誤差變異數分解, stock market interdependence, capital flow control, liberalization policy, impulse response function, forecast error variance decomposition

وصف الملف: 695778 bytes; application/pdf

Relation: 創新與管理/Journal of Innovation and Management; 9卷2期; pp.53-92; http://nhuir.nhu.edu.tw/handle/987654321/27239; http://nhuir.nhu.edu.tw/bitstream/987654321/27239/1/中國加入.pdf

الاتاحة: http://nhuir.nhu.edu.tw/handle/987654321/27239
http://nhuir.nhu.edu.tw/bitstream/987654321/27239/1/中國加入.pdf

المؤلفون: 徐士勛

المساهمون: 經濟學系

مصطلحات موضوعية: 共同因子, 非定態, 階層式因子模型, 主成分分析法, 變異數分解, 納入因子的向量自我迴歸模型, 自我迴歸落後項分布模型, common factor, non-stationarity, hierarchical factor model, principal component analysis, variance decomposition, factor-augmented vector autoregres- sive (FAVAR) model, autoregressive distributed lag (ARDL) model

وصف الملف: 144 bytes; text/html

Relation: NSC102-2410-H004-019-MY2; PF10301-0892; https://nccur.lib.nccu.edu.tw//handle/140.119/77384; https://nccur.lib.nccu.edu.tw/bitstream/140.119/77384/1/index.html

الاتاحة: https://nccur.lib.nccu.edu.tw//handle/140.119/77384
https://nccur.lib.nccu.edu.tw/bitstream/140.119/77384/1/index.html

المؤلفون: 陳勁甫, Chen, Ching-Fu, 鍾享庭

المساهمون: 旅遊管理學系

مصطلحات موضوعية: 大陸股價指數, 因果關係, 預測誤差變異數分解, 衝擊反應, China stock index, Causality, Variance Decomposition, Impulse Responses

وصف الملف: 173606 bytes; application/pdf

Relation: 中華管理評論國際學報; 5卷4期; pp.83-103; http://nhuir.nhu.edu.tw/handle/987654321/29341; http://nhuir.nhu.edu.tw/bitstream/987654321/29341/1/大陸股巿.pdf

الاتاحة: http://nhuir.nhu.edu.tw/handle/987654321/29341
http://nhuir.nhu.edu.tw/bitstream/987654321/29341/1/大陸股巿.pdf

المؤلفون: 廖永熙, 王永昌

المساهمون: 財金系

مصطلحات موضوعية: 貨幣乘數, 向量自我迴歸模型, Johansen共整合, 向量誤差修正模型, 衝擊反應分析, 預測誤差變異數分解

وصف الملف: 475 bytes; text/html

Relation: 臺灣銀行季刊 53:4 民91.12 頁89-112; http://ir.lib.pccu.edu.tw//handle/987654321/37743; http://ir.lib.pccu.edu.tw/bitstream/987654321/37743/2/index.html

الاتاحة: http://ir.lib.pccu.edu.tw//handle/987654321/37743
http://ir.lib.pccu.edu.tw/bitstream/987654321/37743/2/index.html

المؤلفون: 徐士勛

المساهمون: 經濟學系

مصطلحات موضوعية: 共同因子, 非定態, 階層式因子模型, 主成分分析法, 變異數分解, 納入因子的向量自我迴歸模型, 自我迴歸落後項分布模型, common factor, non-stationarity, hierarchical factor model, principal component analysis, variance decomposition, factor-augmented vector autoregres- sive (FAVAR) model, autoregressive distributed lag (ARDL) model

وصف الملف: 378999 bytes; application/pdf

Relation: 計畫編號 NSC 102-2410-H004-019-MY2; http://nccur.lib.nccu.edu.tw//handle/140.119/85806; http://nccur.lib.nccu.edu.tw/bitstream/140.119/85806/1/102-2410-H004-019-MY2.pdf

الاتاحة: http://nccur.lib.nccu.edu.tw//handle/140.119/85806
http://nccur.lib.nccu.edu.tw/bitstream/140.119/85806/1/102-2410-H004-019-MY2.pdf

المؤلفون: 駱俊頴, Lo, Chun-Ying

المساهمون: 張眾卓 教授, 管理學院:兩岸高階主管經營管理境外碩士在職學位學程

مصطلحات موضوعية: 新冠肺炎, 股票績效, Granger因果關係檢定, 變異數分解, COVID-19, Stock Performance, Granger Causality Test, Variance Decomposition

وصف الملف: 130 bytes; text/html

Relation: http://ir.ncnu.edu.tw:8080/handle/310010000/15452; http://ir.ncnu.edu.tw:8080/bitstream/310010000/15452/1/index.html

الاتاحة: http://ir.ncnu.edu.tw:8080/handle/310010000/15452
http://ir.ncnu.edu.tw:8080/bitstream/310010000/15452/1/index.html

المؤلفون: 郭維裕

المساهمون: 國立政治大學國際貿易學系, 行政院國家科學委員會

مصطلحات موضوعية: 變異數分解, 好貝它風險, 壞貝它風險

Relation: 應用研究; 學術補助; 研究期間:9608~ 9707; 研究經費:817仟元; https://nccur.lib.nccu.edu.tw//handle/140.119/53100; https://nccur.lib.nccu.edu.tw/bitstream/140.119/53100/1/index.html

الاتاحة: https://nccur.lib.nccu.edu.tw//handle/140.119/53100
https://nccur.lib.nccu.edu.tw/bitstream/140.119/53100/1/index.html

المؤلفون: 郭維裕

المساهمون: 政治大學國際貿易系, 行政院國家科學委員會

مصطلحات موضوعية: 變異數分解, 好貝它風險, 壞貝它風險

Relation: 應用研究; 學術補助; 研究期間:9508 ~ 9607; 研究經費:776仟元; https://nccur.lib.nccu.edu.tw//handle/140.119/53089; https://nccur.lib.nccu.edu.tw/bitstream/140.119/53089/-1/952416H009.pdf

الاتاحة: https://nccur.lib.nccu.edu.tw//handle/140.119/53089
https://nccur.lib.nccu.edu.tw/bitstream/140.119/53089/-1/952416H009.pdf

المؤلفون: 洪羽, HUNG, YU

المساهمون: 財務金融學系財務管理碩士班, 廖永熙, LIAO, YUNG-HSI

مصطلحات موضوعية: 比特幣, 萊特幣, 因果關係檢定, 衝擊反應分析, 預測誤差變異數分解, Bitcoin, Litecoin, Granger causality test, Impulse response analysis, Forecast error variance decomposition

وصف الملف: 1627742 bytes; application/pdf

Relation: http://nhuir.nhu.edu.tw/handle/987654321/28116; http://nhuir.nhu.edu.tw/bitstream/987654321/28116/1/107NHU00304012-003.pdf; http://nhuir.nhu.edu.tw/bitstream/987654321/28116/-1/index.html

الاتاحة: http://nhuir.nhu.edu.tw/handle/987654321/28116
http://nhuir.nhu.edu.tw/bitstream/987654321/28116/1/107NHU00304012-003.pdf
http://nhuir.nhu.edu.tw/bitstream/987654321/28116/-1/index.html

المؤلفون: 林嘉華, Lin, Chia-Hua

المساهمون: 林祖嘉

مصطلحات موضوعية: 國際油價, 股價, 線性 VAR 模型, 線性 VAR Granger 因果關係檢定, 衝擊反應函數分析, 預測誤差變異數分解, 非線性 TAR 模型

Relation: G1052580293; http://nccur.lib.nccu.edu.tw//handle/140.119/119596

الاتاحة: http://nccur.lib.nccu.edu.tw//handle/140.119/119596

المؤلفون: 黃雅楨, Huang, Ya-Chen

المساهمون: 林祖嘉, Lin, Zu-Jia

مصطلحات موضوعية: 投資人情緒, 波動率指數, 股價, 誤差修正模型, Granger因果檢定, 衝擊反應函數分析, 預測誤差變異數分解, VIX

Relation: G0105258010; http://nccur.lib.nccu.edu.tw//handle/140.119/119095

الاتاحة: http://nccur.lib.nccu.edu.tw//handle/140.119/119095

المؤلفون: 王建文, Wang, Chien-Wen

المساهمون: 林祖嘉, Lin, Zu-Jia

مصطلحات موضوعية: 房價, 所得分配不均, 向量誤差修正模型, Granger因果檢定, CUSUM檢定, 衝擊反應函數分析, 變異數分解

وصف الملف: 2569555 bytes; application/pdf

Relation: G0105258023; http://nccur.lib.nccu.edu.tw//handle/140.119/118408; http://nccur.lib.nccu.edu.tw/bitstream/140.119/118408/1/802301.pdf

الاتاحة: http://nccur.lib.nccu.edu.tw//handle/140.119/118408
http://nccur.lib.nccu.edu.tw/bitstream/140.119/118408/1/802301.pdf

المؤلفون: 王昕雲, Hsin-Yun Wang

المساهمون: 統計學研究所, 沈宗荏, Tsung-Jen Shen

مصطلحات موضوعية: 摺刀法, 假設檢定, δ-method, 變異數分解, jackknife, hypothesis test, variance decomposition, stat, envir

Relation: http://hdl.handle.net/11455/96595

الاتاحة: http://hdl.handle.net/11455/96595

المؤلفون: 周士凱, Chou, Shih-Kai

المساهمون: 社會科學院: 經濟學研究所, 指導教授: 毛慶生, 周士凱, Chou, Shih-Kai

مصطلحات موضوعية: 單根檢定, 向量自我迴歸模型, Granger因果關係檢定, 衝擊反應分析, 預測誤差變異數分解, unit root test, vector autoregression model, Granger causality test, impulse response analysis, forecast error variance decomposition, stat, manag

Time: 78

Relation: http://ntur.lib.ntu.edu.tw/bitstream/246246/275265/1/ntu-105-P01323005-1.pdf; http://ntur.lib.ntu.edu.tw/handle/246246/275265

الاتاحة: http://ntur.lib.ntu.edu.tw/bitstream/246246/275265/1/ntu-105-P01323005-1.pdf
http://ntur.lib.ntu.edu.tw/handle/246246/275265