Using the Public Information and the Logistic Regression model to Predict the Reversals of Taiwan Stock Market Index

碩士 === 國立成功大學 === 財務金融研究所 === 93 ===  The study is to use the daily public information, such as volume, Taiwan stock index futures, and long or short positions of stock holding of foreign investors, etc. provided by mass media and to apply logistic regression to forecast the reversals of Taiwan stoc...

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Bibliographic Details
Main Authors: Jhen-Jhong Yang, 楊振忠
Other Authors: Chun-Nun Chen
Format: Others
Language:zh-TW
Published: 2005
Online Access:http://ndltd.ncl.edu.tw/handle/44186790780967219342