The Dynamic Interactive Relationship between Turnover Rates、Fund size and Mutual Fund Performance - Approach by Panel Smooth Transition Model
碩士 === 淡江大學 === 財務金融學系碩士班 === 96 === In this paper, we examine the asymmetrical nonlinear relationships, this paper employs the Panel Smooth Transition Regression Model (PSTR) technique developed by Gorzaíez,Teräsvirta and Dijk (2004,2005).We assume fund turnover rate and fund size for transition va...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2008
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| Online Access: | http://ndltd.ncl.edu.tw/handle/07997920733642811296 |