Please use this identifier to cite or link to this item: https://ah.lib.nccu.edu.tw/handle/140.119/23044
題名: Testing for Granger Causality in the Stock-Price Volume Relation: A Perspective from the Agent-Based Model of Stock Markets
作者: 陳樹衡;C.-H. Yeh;C.-C. Liao
Chen,Shu-Heng; Yeh,Chia-Hsuan; Liao,Chung-Chih
關鍵詞: Agent-Based Stock Markets;Genetic Programming;Granger Causality;Stock Price- Volume Relation
日期: Nov-1999
上傳時間: 9-Jan-2009
關聯: Proceedings of the Third Australia-Japan Joint Workshop on Intelligent and Evolutionary Systems
資料類型: conference
Appears in Collections:會議論文

Files in This Item:
File Description SizeFormat
992.pdf756.42 kBAdobe PDF2View/Open
Show full item record

Google ScholarTM

Check


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