A Research on Efficiency of Stock Market-Cointegration Allowing Regime Shift
碩士 === 國立高雄應用科技大學 === 金融資訊研究所 === 94 === ABSTRACT In the past, many literatures have investigated the efficient of the stock market. However, the result of studies was ambiguous for applying different data and econometrics methods. Most relative researches applied the method without allowing for reg...
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2006
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| Online Access: | http://ndltd.ncl.edu.tw/handle/71260816528795625542 |