The forecasts of American Depositary Receipts and its underlying stock– the Application of Threshold Error Correction Model
碩士 === 銘傳大學 === 財務金融學系碩士班 === 94 === In this study, we apply Threshold Error Correction Models to analyze the relationships between the American Depositary Receipts and their underlying stocks. We also evaluate the forecasting performance of comparitve models by bootstraping simulation. All ADRs inc...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2006
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| Online Access: | http://ndltd.ncl.edu.tw/handle/h8k4cf |