A Comparison of Price Adjustment Coefficients Among Bull, Bear, and Consolidate Markets
碩士 === 臺灣大學 === 農業經濟學研究所 === 98 === The purpose of this study is to use the ARMA (1,1) to estimate the price adjustment coefficients for TAIEX index, sector indice and index futures among bull, bear, and consolidate markets during the period of March 13, 1996 through January 15, 2010. The main findi...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2010
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| Online Access: | http://ndltd.ncl.edu.tw/handle/71144220829778487503 |