教師資料查詢 | 類別: 期刊論文 | 教師: 劉美琦 LIU MEI-CHI (瀏覽個人網頁)

標題:A statistical fitting model in Taiwan's stock price
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
語言英文
ISSN0252-2667;2169-0103
期刊性質國外
收錄於
產學合作
通訊作者
審稿制度
國別印度
公開徵稿
出版型式,紙本
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