Volume-Driven Random Walk of Speculative Price
碩士 === 國立臺灣大學 === 經濟學研究所 === 102 === This thesis proposes a model for speculative price that modifies the classic stochastic model of Clark, P. K. (1973) by simply adapting trading volume, Q, as the operational time. It suggests return is a random walk driven by trading volume. Not only can this mod...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2013
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| Online Access: | http://ndltd.ncl.edu.tw/handle/07232103168044150982 |