The Research on January Effect and Chinese Lunar New Year Effect in Taiwan Stock Market Before and After Asian Financial Crisis
碩士 === 國立成功大學 === 工業與資訊管理學系碩博士班 === 96 === The research is to discuss the stock price in Taiwan in terms of ARIMA announced by Box and Jenkins as well as Nelson’s EGARCH, that is, to survey the feathers and differences shown on January Effect and Chinese Lunar New Year Effect among Taiwan stock mark...
| 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/51117685150939184002 |