The Empirical Test of Arbitrage Pricing Theory - the Comparison of Expectation Effect of ARIMA and Kalman Filter

碩士 === 銘傳大學 === 國際企業管理研究所 === 86 ===

Bibliographic Details
Main Authors: Lin, Yi-Jie, 林義杰
Other Authors: Du, Yu-Zhen
Format: Others
Language:zh-TW
Published: 1998
Online Access:http://ndltd.ncl.edu.tw/handle/79095901276298280325