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...

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Bibliographic Details
Main Authors: Nai-Wei Cheng, 鄭乃維
Other Authors: Tai Ma
Format: Others
Language:en_US
Published: 2015
Online Access:http://ndltd.ncl.edu.tw/handle/8me6yv

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