A Study on The Relationship of Investor Sentiment and TAIWAN Stock Exchange Capitalization Weighted Stock Index
碩士 === 東吳大學 === 財務工程與精算數學系 === 100 === This study is to investigate the relationship bettween the Investor Sentiment and TAIWAN Stock Exchange Capitalization Weighted Stock Index.Through Unit Root Test,Vector AutoRegression(VAR),Granger Causality Tests,Impulse Response Analysis,Forecast Error Varian...
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2012
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| Online Access: | http://ndltd.ncl.edu.tw/handle/47729194910976949482 |