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    Please use this identifier to cite or link to this item: https://tkuir.lib.tku.edu.tw/dspace/handle/987654321/19728

    Title: A statistical fitting model in Taiwan's stock price
    Authors: Chang, H. J.;Liu, Mei-chi
    Contributors: 淡江大學經營決策學系
    Date: 1998-09-01
    Issue Date: 2009-11-30 12:19:56 (UTC+8)
    Publisher: New Delhi: Taru Publications
    Abstract: By using the time series of stock price, we apply the multiplicative decomposition model that decomposed into the trend, seasonal and cyclical factors to fit the stock price of high technical electronic industry in Taiwan. Seasonality is an important feature of these series that we make two methods handling. The Method II of seasonal factor is better than Method I. The main results of this study demonstrate that the model is quite satisfactory.
    Relation: Journal of information & optimization sciences 19(3), pp.353-371
    DOI: 10.1080/02522667.1998.10699385
    Appears in Collections:[Graduate Institute & Department of Statistics] Journal Article
    [Department of Management Sciences] Journal Article

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