A Study in the Structural Break on the Impact of the Gold Price-Application of TAR Model

碩士 === 僑光科技大學 === 企業管理研究所 === 103 === This study investigates the structural change of time and forecasts the price of gold. The samples of this paper taken from the Taiwan Economic Report database, by monthly frequency data for the analysis, were used by ADF unit root test, moving Chow test, CUSUM...

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Bibliographic Details
Main Authors: CHEN JIE MIN, 陳傑民
Other Authors: 翁逸群
Format: Others
Language:zh-TW
Published: 2015
Online Access:http://ndltd.ncl.edu.tw/handle/hmk99p