Wavelet Analyses On The Multi-Factor Model Construction:An Empirical Study In Taiwan Stock Market
碩士 === 國立中山大學 === 經濟學研究所 === 94 === In our research, we introduce the wavelet transform, WT, to establish the regression. Owning to the ability of handling noise signal, we decided to choose WT as the data-preprocessor. Allpying the multi-resolution analysis, MRA, of WT to decompose every factor int...
| 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/43737503440333422698 |