A Grey Forecasting Model on the System Risk and the Weekly Seasonality: An Example of the MSCI World Index
碩士 === 國立屏東科技大學 === 企業管理系碩士班 === 92 === This paper tries to use a grey forecasting model GM(1,1) on improving the classical capital asset pricing model (CAPM). And we want to eliminate the paradox of the minus intercept and slope appearing in the empirical research we sample from the MSCI World Inde...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2004
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| Online Access: | http://ndltd.ncl.edu.tw/handle/65176204965322116416 |