Taiwan Stock Index Forecasting-A Comparative Analysis Using VAR, BVAR, ECM, and BECM Models
碩士 === 中原大學 === 企業管理研究所 === 84 ===
Main Authors: | Luan ,Huang Hsu, 阮宏緒 |
---|---|
Other Authors: | Lin, Shih-Mo;Cheng, Wen-Ying |
Format: | Others |
Language: | zh-TW |
Published: |
1996
|
Online Access: | http://ndltd.ncl.edu.tw/handle/07787892856313933049 |
Similar Items
-
COMPARING THE FORECASTING PERFORMANCE OF VAR, BVAR AND U-MIDAS
by: Belloni, Alessio
Published: (2017) -
VARs and ECMs in forecasting – a comparative study of the accuracy in forecasting Swedish exports
by: Karimi, Arizo
Published: (2008) -
BVAR models and forecasting: a quarterly model for the EMU-11
by: Gianni Amisano, et al.
Published: (2007-10-01) -
FORECASTING THE INDUSTRIAL ELECTRIC ENERGY DEMAND DURING THE POST CRISIS PERIOD USING VAR AND BVAR MODELS: A COMPARISON ANALYSIS
by: PAULO ROBERTO BASTOS MAIA
Published: (2011) -
Performance of Alternative BVAR Models for Forecasting Iranian Macroeconomic Variables: An Application of Gibbs Sampling
by: Hassan Heidari, et al.
Published: (2015-04-01)