The Market-timing and Selectivity Performance of Mutual Fund- Time Series Application of Transfer Function and VARMA

The Market-timing and Selectivity Performance of Mutual Fund- Time Series Application of Transfer Function and VARMA

碩士 === 淡江大學 === 財務金融學系 === 86 === Title of Thesis：The Market-timing and Selectivity Total Page ：140 Performance of Mutual Fund-Time Series Application of Transfer Function and VARMA...

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Bibliographic Details
Main Authors:	Chen, Han-Yang, 陳漢洋
Other Authors:	Lin Gin-Chung, Lu Yang-Cheng
Format:	Others
Language:	zh-TW
Published:	1998
Online Access:	http://ndltd.ncl.edu.tw/handle/41151014918092305222

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