Time Varying Variable Selection of Time Series Regression Models with Illustration of Taiwan Stock Assets.
碩士 === 東海大學 === 統計學系 === 101 === In financial market, one crucial issue for managing a portfolio is to attain particular returns as expected while the risk can be reduced. Markowitz (1959) laid down the ground-breaking work on the mean-variance analysis. Such analysis can be transformed into a regre...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2013
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| Online Access: | http://ndltd.ncl.edu.tw/handle/854yy2 |