Herding behavior in commodity futures market－the application of Keynes beauty contests
碩士 === 國立政治大學 === 國際經營與貿易研究所 === 98 === This paper primary follows the methods derived by Allen, Morris, and Shin (2003), using a contaminated, or with a supply shock, rational expectation model to build the linear relationship for commodity futures price. In this way, the price could not fully re...
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| Format: | Others |
| Language: | zh-TW |
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2010
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| Online Access: | http://ndltd.ncl.edu.tw/handle/63693007764458065926 |