Forecasting Taiwan weighted stock Index with VECM
碩士 === 國立彰化師範大學 === 財務金融技術學系 === 102 === Taking advantage of the unit root test, Johansen cointegration test, VECM, Granger causality test and the prediction of TAIEX, the study investigates the connections between TAIEX and macroeconomic variables that include TAIEX, composite index of coincident i...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2014
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| Online Access: | http://ndltd.ncl.edu.tw/handle/47926946503142244152 |