以Neftci model預測台灣熊市之研究
Optimal prediction model of cyclical downturns proposed by Neftci (1982) was widely used in application to predict turning points of different economies such as US, UK, Japan, and West Germany. I apply Neftci model to predict the occurrence of bear markets of Taiwan stock market by using exchange ra...
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| Language: | 英文 |
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國立政治大學
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| Online Access: | http://thesis.lib.nccu.edu.tw/cgi-bin/cdrfb3/gsweb.cgi?o=dstdcdr&i=sid=%22G0094351004%22. |