Investigating Asymmetric Mean-Reversion of Stock Return, Inter-market Effect and Contrarian Strategy－Using ANST GARCH Model
博士 === 國立臺北大學 === 企業管理學系 === 92 === Although the profitability of contrarian is obviously related to the Mean-Reverting Behavior of return, few theses have explored it in terms of dynamic time series but elaborated on where it comes forth, how winner-loser investment combinations are successfully se...
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2004
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| Online Access: | http://ndltd.ncl.edu.tw/handle/33486572309531669580 |