Evaluation of Stock Prices Forecasting Models for Taiwan and U.S.A.
碩士 === 淡江大學 === 管理科學學系 === 88 === We applied several time series models, such as one equation models (ARIMA Models、Transfer Functions Models (TF)、ARIMA-Outlier Models), simultaneous equation models (Vector Autoregressive Models (VAR)、Error Correction Models (ECM)、Kalman Filter Models (KFM)) to evalu...
| Main Authors: | , |
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2000
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| Online Access: | http://ndltd.ncl.edu.tw/handle/35529369723387704755 |