以風險組成因子估計''預測及分析實際股票報酬波動之研究
碩士 === 國立臺灣大學 === 國際企業學研究所 === 92 === Stock return is garbled and composed of its many origins. Factors of stock return have their own degrees of volatility and make different contributions to total return volatility. We first construct expected stock return models under different circumstances and...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2004
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| Online Access: | http://ndltd.ncl.edu.tw/handle/25014201444440687965 |