期刊論文
| 學年 | 87 |
|---|---|
| 學期 | 1 |
| 出版（發表）日期 | 1998-09-01 |
| 作品名稱 | A statistical fitting model in Taiwan's stock price |
| 作品名稱（其他語言） | |
| 著者 | Chang, H. J.; Liu, Mei-chi |
| 單位 | 淡江大學經營決策學系 |
| 出版者 | New Delhi: Taru Publications |
| 著錄名稱、卷期、頁數 | Journal of information & optimization sciences 19(3), pp.353-371 |
| 摘要 | By using the time series of stock price, we apply the multiplicative decomposition model that decomposed into the trend, seasonal and cyclical factors to fit the stock price of high technical electronic industry in Taiwan. Seasonality is an important feature of these series that we make two methods handling. The Method II of seasonal factor is better than Method I. The main results of this study demonstrate that the model is quite satisfactory. |
| 關鍵字 | |
| 語言 | en |
| ISSN | 0252-2667 2169-0103 |
| 期刊性質 | 國外 |
| 收錄於 | |
| 產學合作 | |
| 通訊作者 | |
| 審稿制度 | 否 |
| 國別 | IND |
| 公開徵稿 | |
| 出版型式 | ,紙本 |
| 相關連結 |
機構典藏連結 ( http://tkuir.lib.tku.edu.tw:8080/dspace/handle/987654321/19728 ) |