Forecasting the stock price return and volitility-Using neural network and multiple regression
碩士 === 國立中正大學 === 企業管理學系 === 85 ===
Main Authors: | Ho, Yi-Chien, 何宜鍵 |
---|---|
Other Authors: | Chiu Pe-Song |
Format: | Others |
Language: | zh-TW |
Published: |
1997
|
Online Access: | http://ndltd.ncl.edu.tw/handle/81263228377469556937 |
Similar Items
-
Examination of stock return volitilities with Volitility-GARCH model in Taiwan stock market.
by: Xu, Tai-Wei-Tai-Wei, et al. -
Examination of stock return volitilities with Volitility-GARCH model in Taiwan stock market.
by: Hsu, Tai-Wei, et al. -
Examination of stock return volitilities with Volitility-switching GARCH model in Taiwan stock market
by: Hsu, Tai-Wei, et al.
Published: (1998) -
Forecasting Ability for Long Memory and Deterministic Volitility Function on TXO.
by: Chih-Yun Kung, et al.
Published: (2009) -
Investments support of agroformations in the conditions of the volitile market
by: V. Galushko, et al.
Published: (2018-08-01)