Balance the Effect of Forecast in Different Sample Sizes
碩士 === 國立屏東教育大學 === 應用數學系 === 102 === In this research, our goal is to forecast the closing price in the following day of the stock of TCC. The data is collected from January, 2010 to January, 2014. We do the Monte Carlo Simulations with Geometric Brownian Motion Model and the History Volatility Mod...
| Main Authors: | , |
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2014
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| Online Access: | http://ndltd.ncl.edu.tw/handle/73225213928606335763 |