The Time Series Analysis For Taiwan Stock Exchange Index

• Main Authors: Lien, Wei-Chin, 連偉志
• Other Authors: Wang, Keh-Luh
• Format: Others
• Language: zh-TW
• Published: 2011
• Online Access: http://ndltd.ncl.edu.tw/handle/70185823371932743003

碩士 === 國立交通大學 === 管理學院碩士在職專班財務金融組 === 99 === The purpose of this study is to develop the optimal time series model for Taiwan Stock Exchange Capitalization Weighted Stock Index (TAIEX). Due to foreign capital investment in Taiwan, together with the international trade by Taiwan’s IT industry. The influence of the US stock market on TAIEX is increasing. Furthermore, the economic growth if China is tremendous. The signification of China related firms in Taiwan Stock Exchange is also increasing in recent years. Therefore, Shanghai Unify Index and China currency Exchange are also used explain the multivariate model foe TAIEX.