| 題名: | A statistical fitting model in Taiwan's stock price |
| 作者: | Chang, H. J.;Liu, Mei-chi |
| 貢獻者: | 淡江大學經營決策學系 |
| 日期: | 1998-09-01 |
| 上傳時間: | 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 |
| 顯示於類別: | [統計學系暨研究所] 期刊論文
[管理科學學系暨研究所] 期刊論文
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