Partial correlation analysis of Taiwan stock market
碩士 === 國立東華大學 === 物理學系 === 105 === In this thesis, we select 100 stocks in the Taiwan stock market from 2012 to 2016 to study the correlation structure in the Taiwan stock market. We calculate 1.) cross-correlations between price returns of every pair of stocks, 2.) partial correlation between pric...
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| Format: | Others |
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2017
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| Online Access: | http://ndltd.ncl.edu.tw/handle/q396c9 |