Empirical Study on the Prediction of Global Indices and Foreign Exchanges in New York Market with Markov Switch Model
碩士 === 國立高雄第一科技大學 === 財務管理系碩士班 === 105 === The trend of Indexes has been a popular topic. Many investors think that when prices are higher than a specific threshold, the prices are going higher. So, this study applied Regime-Switch Regression Model to predict the distribution of the prices. In addit...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2017
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| Online Access: | http://ndltd.ncl.edu.tw/handle/xj6s58 |