The Feasibility Analysis of Forming an Investment Strategy Depending on Price Bubbles

碩士 === 國立中央大學 === 財務金融學系 === 103 === How to exploit the upward trend at prices bubbles period while avoiding collapse of the bubble is the main issue in our research. First, we have to define price bubble period. Our research will quote modified unit root test from Phillips et al. (2009). The reason...

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Bibliographic Details
Main Authors: Shi-jun Fan-jiang, 范姜士君
Other Authors: Jin-huei Yeh
Format: Others
Language:zh-TW
Published: 2015
Online Access:http://ndltd.ncl.edu.tw/handle/66715759750142085939