關鍵字查詢 | 類別:會議論文 | | 關鍵字:and PISPLINE Models for Testing Market Efficiency Hypothesis

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序號 學年期 教師動態
1 85/2 管科系 倪衍森 教授 會議論文 發佈 Comparison in VAR, MARS, and PISPLINE Models for Testing Market Efficiency Hypothesis , [85-2] :Comparison in VAR, MARS, and PISPLINE Models for Testing Market Efficiency Hypothesis會議論文Comparison in VAR, MARS, and PISPLINE Models for Testing Market Efficiency Hypothesis倪衍森淡江大學管理科學研究所市場效率;股票市場;VAR模型;MARS模型;PISPLINE模型;Market Efficiency;Stock Market;Var Model;Mars Model;Pispline Model中國財務學會一九九七財務金融研討會論文集=Proceedings of the Chinese Finance Association Annual Conference,頁41285中國財務學會; 暨南國際大學國際企業系In testing MEH (Market Efficiency Hypothesis), VAR models are used in this area. For example, we could check the Granger (1969) causality result in a VAR model, and find if there is joint significance from a policy variable to a stock market. Besides, we also could check if there is any lag effect form a particular lag to the stock market. If we find any lag effect or Granger causality results, we might conclude a stock market are not consistent with market efficiency hypothesis. Since the Stock Market Efficiency (SME) hypothesis contends that there should be no significant lagged relationship
2 85/2 決策系 倪衍森 教授 會議論文 發佈 Comparison of VAR, MARS, and PISPLINE models for testing market efficiency hypothesis , [85-2] :Comparison of VAR, MARS, and PISPLINE models for testing market efficiency hypothesis會議論文Comparison of VAR, MARS, and PISPLINE models for testing market efficiency hypothesis倪衍森; Ni, Yen-sen淡江大學經營決策學系中國財務學會; 暨南國際大學國際企業系中國財務學會一九九七財務金融研討會論文集,南投,頁1-11tku_id: 000103490;Made available in DSpace on 2009-11-30T05:33:45Z (GMT). No. of bitstreams: 0en國內19970628~19970628<links><record><name>機構典藏連結</name><url>http://tkuir.lib.tku.edu.tw:8080/dspace/handle/987654321/21609</url></record></links>
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