Taiwan Stock Exchange Capitalization Weighted Stock Index closing rise and drop discussion

Autor: gwo ruey chang, 張國瑞
Rok vydání: 2008
Druh dokumentu: 學位論文 ; thesis
Popis: 96
This paper mainly is the discussion by the stock weighting stock price index date in the material, pushes estimates the same day to close rises or falls, research period from 2004 to 2007 as a base period, respectively take the opening price law computation rise and drop scope, unfolds by the masculine and feminine elements K line as the spatial strength, (counter potential operating system) distinguishes strong weak by CDP. the conformity three kind of targets altogether 81 parameters, again the affiliation gradually returns the way to discover the forecast same day to close the rise and drop suitably to match the model, and confirms take from 2008 January to May material as the sample outside, Counts between the actual rise and drop and the model rise and drop direction uniformity reaches 77.8%, the erroneous scope is 0.78% .
Databáze: Networked Digital Library of Theses & Dissertations