Reference: | 1、Bruce, L. B., and Richard, T. O. (1993), Forecasting and Time Series (3rd ed.), U.S.A: Wadsworth. 2、Box, G. E. P., Jenkins, J. M., and Reinsel, G. C. (1994), Time Series Analysis Forecasting and Control (3rd ed.), U.S.A: Prentice-Hall. 3、Maldonado, R., and Anthony, S. (1978), "International Portfolio Diversification and the Intertemporal Stability of International Stock Market Relationships," Financial Management, 54-63. 4、Maridakis, S. G., and Wheelwright, S. C.(1974),"An Analysis of the Interrelationships Among the Major World Stock Exchanges," Journal of Business Finance and Accounting, 195-215. 5、Ripley, D. M.,(1973),"Systematic Elements in the Linkage of National Stock Market Indices," The Review of Economic and Statistics, 356-361. 6、Schollhammer, H., and Sand, O.(1985), "The Interdependence Among the Stock Markets of Major European Countries and the United States:An Empirical Investigation of Interrelationships Among National Stock Price Movements," Management International Review, 17-26. 7、杜元隆,(民81), "國際股票市場股價指數關係之實證研究", 國 立台灣大學財務金融學研究所碩士論文. 8、李毓珣,(民79), "國際股市股價指數關係之實証研究", 國立台 灣大學商學研究所碩士論文. 9、吳柏林,(民84), "時間數列分析導論", 華泰書局, 台北. 10、林茂文,(民81), "時間數列分析與預測", 華泰書局, 台北. 11、陳東明,(民80),"台股市場價量關係之實証研究", 國立台灣大 學商學研究所碩士論文. 12、陳立國,(民82), "台股價量關係之研究", 國立台灣大學財務金 融學研究所碩士論文. 13、楊茲敦,(民85), "台灣股價指數預測線之應用-ARIMA模型", 私 立淡江大學數學研究所碩士論文. 14、趙坤芳,(民84), "SAS統計圖形", 儒林書局, 台北. 15、鄭天澤、時巧煒,(民84), "來華觀光旅客需求預測模式比較分 析", 國立政治大學統計研究所技術報告. 16、謝淑如,(民82), "連續性ARIMA轉移函數與季節性ARIMA轉移 函數之運用及其整合", 國立政治大學統計研究所碩士論文. |