Hurst Exponent and Stock Market Persistence–Effects of Market Maturity and Bull/Bear Market
碩士 === 銘傳大學 === 財務金融學系碩士在職專班 === 97 === With the cyclical occurrences of booms and collapses in the market, many scholars are trying to find a traceable pattern and method to predict market behaviours. The Efficiency Market Hypothesis raised by FAMA suggests that historical data are reflected on st...
| Main Authors: | , |
|---|---|
| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2009
|
| Online Access: | http://ndltd.ncl.edu.tw/handle/kgv558 |