The Market-timing and Selectivity Performance of Mutual Fund- Time Series Application of Transfer Function and VARMA

碩士 === 淡江大學 === 財務金融學系 === 86 === Title of Thesis:The Market-timing and Selectivity Total Page :140 Performance of Mutual Fund-Time Series Application of Transfer Function and VARMA...

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Bibliographic Details
Main Authors: Chen, Han-Yang, 陳漢洋
Other Authors: Lin Gin-Chung, Lu Yang-Cheng
Format: Others
Language:zh-TW
Published: 1998
Online Access:http://ndltd.ncl.edu.tw/handle/41151014918092305222