Please use this identifier to cite or link to this item: https://ah.lib.nccu.edu.tw/handle/140.119/23037
DC FieldValueLanguage
dc.creator陳樹衡;C.-H. Yeh;C.-C. Liaozh_TW
dc.date2000-02en_US
dc.date.accessioned2009-01-09T03:24:15Z-
dc.date.available2009-01-09T03:24:15Z-
dc.date.issued2009-01-09T03:24:15Z-
dc.identifier.urihttps://nccur.lib.nccu.edu.tw/handle/140.119/23037-
dc.formatapplication/en_US
dc.languageenen_US
dc.languageen-USen_US
dc.language.isoen_US-
dc.relationProceedings of the Fifth Joint Conference on Information Sciences (JCIS`2000)en_US
dc.titleTesting for Granger Causality in the Stock-Price Volume Relation: A Perspective from the Agent-Based Model of Stock Marketsen_US
dc.typeconferenceen
item.languageiso639-1en_US-
item.cerifentitytypePublications-
item.openairecristypehttp://purl.org/coar/resource_type/c_18cf-
item.grantfulltextnone-
item.openairetypeconference-
item.fulltextNo Fulltext-
Appears in Collections:會議論文
Show simple item record

Google ScholarTM

Check


Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.