Please use this identifier to cite or link to this item: http://hdl.handle.net/11455/79623
標題: Nonlinear Dynamics with Transaction Costs and Arbitrage: Evidence in the Broiler Product Market of Taiwan
作者: 梁晉嘉
林正寶
關鍵字: Nonlinear mean reversion;非線性均值回復;Transaction cost;Broiler spread;Exponential smooth transition autoregressive model;交易成本;肉雞的價差;指數平滑轉換自我迴歸模型
出版社: 臺中市:國立中興大學
Project: 農業經濟半年刊, Issue 83, Page(s) 125-145.
URI: http://hdl.handle.net/11455/79623
Appears in Collections:農業經濟研究所
第83期

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