Please use this identifier to cite or link to this item:
https://ah.lib.nccu.edu.tw/handle/140.119/76701| DC Field | Value | Language |
|---|---|---|
| dc.contributor | 郭展盛 | |
| dc.contributor | 資管系 | |
| dc.creator | Hong, T.-P.;Kuo, Chan-Sheng;Wang, S.-L. | |
| dc.date | 2004-12 | |
| dc.date.accessioned | 2015-07-20T09:37:35Z | - |
| dc.date.available | 2015-07-20T09:37:35Z | - |
| dc.date.issued | 2015-07-20T09:37:35Z | - |
| dc.identifier.uri | http://nccur.lib.nccu.edu.tw/handle/140.119/76701 | - |
| dc.description.abstract | This paper investigates the common volatility structure of stock and exchange rate markets of Taiwan. The two markets are often linked together and we are interested in knowing whether price or volume is a good proxy to pursue this issue. We claim that Taiwanese government interventions distort the timing of conventional price volatility clustering in the two markets. The unrestricted trading volumes reveal more information regarding the market than price. We find that common volatility does exist in the stock and exchange markets and this fact is uncovered more easily by using trading volume than by using prices. | |
| dc.format.extent | 123248 bytes | - |
| dc.format.mimetype | application/pdf | - |
| dc.relation | Applied Soft Computing Journal, 5(1), 1-10 | |
| dc.subject | exchange rate; financial market; price dynamics; stock market; Asia; Eurasia; Far East; Taiwan | |
| dc.title | A fuzzy AprioriTid mining algorithm with reduced computational time | |
| dc.type | article | en |
| dc.identifier.doi | 10.1016/j.asoc.2004.03.009 | |
| dc.doi.uri | http://dx.doi.org/10.1016/j.asoc.2004.03.009 | |
| item.cerifentitytype | Publications | - |
| item.grantfulltext | restricted | - |
| item.openairetype | article | - |
| item.fulltext | With Fulltext | - |
| item.openairecristype | http://purl.org/coar/resource_type/c_18cf | - |
| Appears in Collections: | 期刊論文 | |
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