Google Trends, Consumer Confidence Indicators and Taiwan's High-Tech Industries Stock Return: Quantile Regression
Autor: | TZU-CHUN Cheng, 鄭字淳 |
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Rok vydání: | 2013 |
Druh dokumentu: | 學位論文 ; thesis |
Popis: | 101 All popular key words related to technology in this research are collected by Google Trends, via Word Cloud and picked up 38 key words to investigate the relationship between Consumer Price Index and Taiwan's High-Tech Industries Stock Return. Using Quantile Regression(QR) in different quantile to discuss relationships between dependent variables and independent variables and analyze accurately in extreme value distribution. Moreover, in order to investigate that whether key words will decrease explanatory power of the returns by adding United States consumer confidence index and Taiwan consumer confidence index. |
Databáze: | Networked Digital Library of Theses & Dissertations |
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