An Analysis of the Relationships between the Taiwan Bulk Shipping Stock Index and Baltic Dry Index
碩士 === 長榮大學 === 航運管理學系碩士班 === 101 === This paper investigates the relationship between Taiwan Bulk Shipping Index (TAIBX) and Baltic Dry Index (BDI) using Vector Autoregressive Moving Average Model (VARMA). TAIBX is compiled with the stock prices of six major bulk carriers in Taiwan. The stock price...
| Main Authors: | , |
|---|---|
| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2013
|
| Online Access: | http://ndltd.ncl.edu.tw/handle/68463037043650284909 |