Testing bubbles and analyzing the performance of bubble portfolio: empirical research of Taiwan’s exchange listed company
碩士 === 國立政治大學 === 金融學系 === 105 === This paper used the bubble examination model according to Phillips, Wu and Yu (2011) and following papers to conduct empirical research on Taiwan market and NASDAQ index. The models used in this paper are PWY model, PSY model, Rolling Window ADF and Rolling Window...
Main Authors: | , |
---|---|
Other Authors: | |
Format: | Others |
Language: | zh-TW |
Online Access: | http://ndltd.ncl.edu.tw/handle/s3e3tk |