Testing the Ohlson Model-Fractional Cointegration Approach

碩士 === 元智大學 === 會計學系 === 94 === Ohlson (1995) model is the most pervasively and widely adopted model in the valuation models. However, we find cases where empirical research based on time-series data do not explicitly account for time-series properties of the Ohlson model. They are likely to have sp...

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Bibliographic Details
Main Authors: Yi-Ling Huang, 黃依玲
Other Authors: 李詩政
Format: Others
Language:en_US
Published: 2006
Online Access:http://ndltd.ncl.edu.tw/handle/10516460983373010351