Dynamic Relations among Herding, Anti-Herding and Log-Periodic Price Pattern before Crash
碩士 === 國立中山大學 === 財務管理學系研究所 === 104 === This paper applies Log-Periodic Power Law (LPPL) model to Taiwan stock market to predict the regime-switching time of the 2008 bubble and crash. Moreover, this paper is dedicated to explaining the log-periodic price pattern with investor herding behaviors and...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2015
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| Online Access: | http://ndltd.ncl.edu.tw/handle/8me6yv |