Forecasting TAIEX under Regime Switch Model with Macroeconomic and Financial indicators.
碩士 === 國立中山大學 === 財務管理學系研究所 === 103 === All investors desire to know the performance of financial market in advance. Therefore, forecasting return is always a popular issue. The macroeconomic data are seen as an instrument to illustrate the condition of investment environment. The development of a c...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2015
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| Online Access: | http://ndltd.ncl.edu.tw/handle/s67mpf |