Ambiguous Measure on Return: S&P 500 Index
碩士 === 國立臺北大學 === 統計學系 === 103 === Previous study found that uncertainty include risk and ambiguity. Researchers found that ambiguous measure can capture the variation of investor expectations regarding the underlying probability distribution of future stock returns. Ehsani, Krause and Lien (2013) p...
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| Format: | Others |
| Language: | en_US |
| Published: |
2015
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| Online Access: | http://ndltd.ncl.edu.tw/handle/udf365 |