台灣股市貝它值之研究

無 === The Partial Adaptive Estimation of CAPM with Censorship in an Emerging Market Che-Chun Lin The Department of International Trade National Chengchi University Abstract The daily data of stock returns in Taiwan stock market suffer from thin trading, price limits and non-normality that eithe...

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Bibliographic Details
Main Authors: 林則君, Lin, Che-Chun
Language:英文
Published: 國立政治大學
Online Access:http://thesis.lib.nccu.edu.tw/cgi-bin/cdrfb3/gsweb.cgi?o=dstdcdr&i=sid=%22G91NCCU2662012%22.