Testing for the Existence of Speculative Bubbles in Taiwan Stock Market─Kalman Filter Application

碩士 === 淡江大學 === 財務金融學系 === 88 === Title of Thesis: Testing for the Existence of Speculative Bubbles in Taiwan Stock Market-Kalman Filter Application Key Word: Market Fundamental Value, State Space Model, Kalman Filter Name of Institute: Graduate Institute of Money, Banking and...

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Bibliographic Details
Main Authors: Tseng Mei Yin, 曾美瑩
Other Authors: Chuang Shi Feng
Format: Others
Language:zh-TW
Published: 2000
Online Access:http://ndltd.ncl.edu.tw/handle/72159044006888466098