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    政大機構典藏 > 政大學報 > 第68期 > 期刊論文 >  Item 140.119/102935
    Please use this identifier to cite or link to this item: https://nccur.lib.nccu.edu.tw/handle/140.119/102935


    Title: 橫向相關分析與財務管理--台灣上市股票之實證分析法
    Other Titles: On Cross-Sectional Dependence and Finance: An Empirical Approach
    Authors: 姚興台;黃四維
    Yao, Shin-Tai
    Contributors: 統計研究所
    Date: 1994-03
    Issue Date: 2016-10-18 12:14:01 (UTC+8)
    Abstract: 在應用迴歸模式於投資決策時,吾人常假設誤差項e:為獨立常態變數或零相關隨機變數。唯若忽略誤差項橫斷面相關性之存在,將可能導致參數估計及檢定無效率。本文以國內台灣證券交易的股票為對象,蒐集了十個行業五十四家上市公司第一類股票作分析,自民國74年4月至79年4月止,共計五年的資料加以分析,並探討誤差之橫斷面相關問題,以突顯誤差項分析之重要性,期冀對國內投資決策之理論去做實證分析時有所裨益
    Relation: 國立政治大學學報, 68 part 2,253-266
    Data Type: article
    Appears in Collections:[第68期] 期刊論文

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