English  |  正體中文  |  简体中文  |  Items with full text/Total items : 56378/90242 (62%)
Visitors : 11683904      Online Users : 39
RC Version 7.0 © Powered By DSPACE, MIT. Enhanced by NTU Library & TKU Library IR team.
Scope Tips:
  • please add "double quotation mark" for query phrases to get precise results
  • please goto advance search for comprehansive author search
  • Adv. Search
    HomeLoginUploadHelpAboutAdminister Goto mobile version
    Please use this identifier to cite or link to this item: http://tkuir.lib.tku.edu.tw:8080/dspace/handle/987654321/19761

    Title: Forecasting Taiwan stock price with corrected error term
    Authors: 張紘炬;Chang, Horng-jinh;劉美琦;Liu, Mei-chi
    Contributors: 淡江大學經營決策學系
    Date: 2000-07
    Issue Date: 2009-11-30 12:21:04 (UTC+8)
    Publisher: TARU Publications
    Abstract: The study is designed to demonstrate how the forecasting models with corrected error term can be effectively used to high performance forecasts for stock price applications. Another purpose of this study is to compare the forecasts generated by the error correction model (ECM), the autoregressive conditional heteroscedastic (ARCH) model, the regression with ARMA error model (Reg-ARMA) and the autoregressive error model (Autoreg). The accuracy of these forecasting models is measured by using the forecasting errors in a post-sample period. The results show that the forecasting performance of the ECM is the best, and the next best in Autoreg model while the worst is Reg-ARMA model.
    Relation: Journal of Statistics & Management Systems 3(2), pp.205-214
    DOI: 10.1080/09720510.2000.10701015
    Appears in Collections:[Graduate Institute & Department of Statistics] Journal Article
    [Department of Management Sciences] Journal Article

    Files in This Item:

    File SizeFormat

    All items in 機構典藏 are protected by copyright, with all rights reserved.

    DSpace Software Copyright © 2002-2004  MIT &  Hewlett-Packard  /   Enhanced by   NTU Library & TKU Library IR teams. Copyright ©   - Feedback