Nonlinear Relationships Between Taiwan's Stock Return and Investor Sentiment Indices:An Application of Multivariate Threshold Models
碩士 === 國立臺北大學 === 經濟學系 === 101 === This thesis analyzes nonlinear relationships between four investor sentiment indices (i.e., ARMS, VIX, market turnover rate, and put/call ratio) and returns of Taiwan’s stock index and seven categorical stock indices using multivariate threshold models proposed...
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2013
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| Online Access: | http://ndltd.ncl.edu.tw/handle/74042264583274498846 |