Factor Analysis of Multivariate Time Series Data On Stocks And Funds Market
碩士 === 輔仁大學 === 應用統計學研究所 === 97 === This thesis presents the process of research into the use of factor models for multivariate time series data on stocks and funds Market. Time series data of financial exist distinctive behavior including autoregresstion and cointegration, to apply Error Corrected...
| Main Authors: | , |
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2009
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| Online Access: | http://ndltd.ncl.edu.tw/handle/70575647660000129081 |