Random walk model and underlying structure - a primitive study of collections of US stocks over 1996-1999
碩士 === 國立政治大學 === 應用物理研究所 === 101 === By means of calculating the correlation matrix of the price of stock and using the results of random matrix theorems，we learned that the stock market does not match the prediction of stochastic processes and the stock-stock is correlated。However，stock’s price...
| Main Authors: | , |
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| Format: | Others |
| Language: | zh-TW |
| Online Access: | http://ndltd.ncl.edu.tw/handle/q8gqw8 |
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