Nonlinear Chaotic Behavior of Taiwanese Stock Market
博士 === 國立臺北大學 === 企業管理學系 === 92 === Traditionally, market returns have been assumed to be consistent with the random walk hypothesis. However, explaining anomalies in market returns, such as seasonal effects, the weekend effect, and the January effect, is difficult. This study examined time series d...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2004
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| Online Access: | http://ndltd.ncl.edu.tw/handle/b44fun |