Sources of Volatility in Stock Returns: Application of Classification and Regression Tree Model
碩士 === 輔仁大學 === 金融與國際企業學系金融碩士班 === 104 === This paper researches the relationship between the volatility of TAIEX's returns and the variables in macroeconomics、stock market and investors sentiment. We use the classification and regression tree by Breiman et. al in 1982 to find the key variables...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2016
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| Online Access: | http://ndltd.ncl.edu.tw/handle/f6nb24 |