An Empirical Study on Long Term Memory-The Case of Taiwan Stock Market
碩士 === 國立屏東科技大學 === 財務金融研究所 === 95 === In the finance area, the long term asset return behavior is an important topic. The so-called slow long memory or the long memory refers to the time series that the auto-correlation function dies away following the negative power index, instead of following the...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2007
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| Online Access: | http://ndltd.ncl.edu.tw/handle/19486371531169359582 |