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    题名: A statistical fitting model in Taiwan's stock price
    作者: Chang, H. J.;Liu, Mei-chi
    贡献者: 淡江大學經營決策學系
    日期: 1998-09-01
    上传时间: 2009-11-30 12:19:56 (UTC+8)
    出版者: New Delhi: Taru Publications
    摘要: 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.
    關聯: Journal of information & optimization sciences 19(3), pp.353-371
    DOI: 10.1080/02522667.1998.10699385
    显示于类别:[統計學系暨研究所] 期刊論文
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