RESEARCH FOR STOCK MARKETS WITH KALMAN FILTER METHOD
碩士 === 國立臺北大學 === 經濟學系 === 97 === This thesis investigates the dynamics among the industrial stocks of domestic securities market and interactions between Asia countries stock and US stock markets. In the dynamic analysis of domestic stock market, the Kalman filter method developed by Chang, Miller...
| Main Authors: | , |
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2009
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| Online Access: | http://ndltd.ncl.edu.tw/handle/ybe445 |