An Empirical Study on Stepwise Regression,Reality Check and Superior Predictive Ability-Evidence from TAIEX
碩士 === 國立中興大學 === 應用數學系所 === 95 === The return is very complicated and hard to predict in the financial market. This article uses common technical analysis-momentum, trend line, relative strength index, moving average and some sentiment indicators -volatility index, put call ratio of open interest,...
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2007
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| Online Access: | http://ndltd.ncl.edu.tw/handle/40887508297817139846 |