A Grey Markov Predicating Model on the TSEC Capitalization Weighted Stock Index
碩士 === 立德大學 === 應用資訊研究所 === 96 === Modeling and forecasting stock market volatility has been the subject to much recent empirical and theoretical investigation by academics. This thesis presents a Grey Markov predicating model to predict the TSEC capitalization weighted stock index (TAIEX). We wil...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2008
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| Online Access: | http://ndltd.ncl.edu.tw/handle/14860476016904047799 |