Using the Public Information and the Logistic Regression model to Predict the Changes 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 provided by mass media and to apply logistic regression to forecast the changes of Taiwan stock market index. The sample period covers form January 1, 1999 to December 31, 2004. Empirical results indicate that: (1...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2005
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| Online Access: | http://ndltd.ncl.edu.tw/handle/63232058487691200244 |