An Empirical Research of Capital Pricing Models in Taiwan Stock Market - An Application of Nonnested Tests

碩士 === 銘傳大學 === 管理科學研究所 === 90 === Recently, people expect to inspect the structure of security return, so several economic models were developed in succession. Although models get completed step by step, each has its own assumptions and limits. In managerial practice, the descriptions of the real w...

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Bibliographic Details
Main Authors: Chai-Yun Lin, 林家筠
Other Authors: Wen-Cheng Hsiao Ph.D.
Format: Others
Language:zh-TW
Published: 2002
Online Access:http://ndltd.ncl.edu.tw/handle/37377832876827561307