DOI
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(
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igital
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bject
I
dentifier
)
,
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三個能源期貨價格預測模型比較分析及匯率關聯性之研究-以NYMEX與ICE為例
劉苑伶 , Masters Advisor:胡為善
繁體中文
DOI:
10.6840/cycu201000568
預測力 ; 能源期貨 ; EGARCH模型 ; GARCH模型 ; ARIMA模型 ; 衝擊反應函數 ; 預測誤差變異數分解 ; GARCH ; ARIMA ; Forecasting Power ; EGARCH ; Impulse Response Function ; Variance Decomposition ; Energy Future


- 呂佳芹 (2008),「應用時間序列、演化式類神經網路與灰預測方法在匯率預測績效之比較」,朝陽科技大學財務金融研究所碩士論文。
連結: - 林瑞文 (2005),「石油期貨之價格預測-倒傳遞類神經網路、Elman類神經網路、回饋式模糊類神經網路之比較」,中原大學企業管理研究所碩士論文。
連結: - 紀慧君 (2006),「原油現貨、期貨與相關性產業之連動關係」,淡江大學財務金融研究所碩士論文。
連結: - 陳隆昌 (2004),「美國油價期貨報酬與股市報酬率之非線性關係」,淡江大學財務金融研究所碩士論文。
連結: - 彭智煒 (2008),「使用同時考慮狀態轉換及正負不對稱基差效果之時變相關係數GARCH模型進行能源期貨避險」,暨南國際大學財務金融研究所碩士論文。
連結: