The Nonlinear Effect of Fund Characteristics on Mutual Fund Performance under Different Stock Volatility
碩士 === 淡江大學 === 財務金融學系碩士班 === 100 === This study is to investigate the panel smooth transition effect associated with fund characteristics and mutual fund performance. Utilizing the panel smooth transition regression model developed by Gonza′lez, Teräsvirta and van Dijk（2004, 2005）to figure out that...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2012
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| Online Access: | http://ndltd.ncl.edu.tw/handle/71553158286432817567 |