电子商务发展过程的定量研究方法  

Quantitative approach to the analysis of the development of electronic commerce

作　　者：陈翔[1] 仲伟俊[1] 刘庆富[1] 

机构地区：[1]东南大学经济管理学院,江苏南京210096

出　　处：《系统工程学报》2005年第6期666-669,共4页Journal of Systems Engineering

基　　金：国家自然科学基金资助项目(7017102579900003)

摘　　要：利用美国证券交易所开发的互联网指数作为反映电子商务行业发展状况的指标,将基本马尔可夫切换模型改进为异方差、四阶自回归形式,定量研究电子商务的发展过程,分析其发展规律,发现电子商务的发展目前正处于由衰退到再次成长的过渡阶段.This paper analyses quantitatively the development of electronic commerce with the Markovswitching model in the form of heteroskedasticity and fourth-order autoregression based on the Inter@ ctive Week Intemet Index （IIX） developed by the American Stock Exchange. The development of electronic commerce is summarized and its internal rules are discovered. It has been shown that electronic commerce is, at present, at a stage of transition from decline to revival.

关 键 词：马尔可夫切换模型 自回归 异方差 电子商务 

分 类 号：F8[经济管理]