Please use this identifier to cite or link to this item: https://ah.lib.nccu.edu.tw/handle/140.119/23044
DC FieldValueLanguage
dc.creator陳樹衡;C.-H. Yeh;C.-C. Liaozh_TW
dc.creatorChen,Shu-Heng; Yeh,Chia-Hsuan; Liao,Chung-Chih-
dc.date1999-11en_US
dc.date.accessioned2009-01-09T03:25:00Z-
dc.date.available2009-01-09T03:25:00Z-
dc.date.issued2009-01-09T03:25:00Z-
dc.identifier.urihttps://nccur.lib.nccu.edu.tw/handle/140.119/23044-
dc.formatapplication/en_US
dc.languageenen_US
dc.languageen-USen_US
dc.language.isoen_US-
dc.relationProceedings of the Third Australia-Japan Joint Workshop on Intelligent and Evolutionary Systemsen_US
dc.subjectAgent-Based Stock Markets;Genetic Programming;Granger Causality;Stock Price- Volume Relation-
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.openairecristypehttp://purl.org/coar/resource_type/c_18cf-
item.fulltextWith Fulltext-
item.openairetypeconference-
item.grantfulltextopen-
item.cerifentitytypePublications-
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