A statistical fitting model in Taiwan's stock price

淡江大學機構典藏 > 商管學院 > 管理科學學系暨研究所 > 期刊論文 > Item 987654321/19728

jsp.display-item.identifier=請使用永久網址來引用或連結此文件: https://tkuir.lib.tku.edu.tw/dspace/handle/987654321/19728

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 [管理科學學系暨研究所] 期刊論文

文件中的档案:

档案	大小	格式	浏览次数
index.html	0Kb	HTML	266	检视/开启

在機構典藏中所有的数据项都受到原著作权保护.

TAIR相关文章