The Examination of Taiwan Stock Market under Differ Data
碩士 === 淡江大學 === 國際貿易學系 === 89 === This paper compares the performance of alternative models of Taiwan stock markets at different data frequencies, including 5, 15, 30, 60 minutes and daily closing data. Our empirical study found the more high frequency data exhibit more data characteristics, thus de...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2001
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| Online Access: | http://ndltd.ncl.edu.tw/handle/65581382575646885560 |