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    題名: 臺灣股票報酬率分配之實證研究
    An Empirical Study - The Distribution of Taiwan`s Stock Returns
    作者: 謝育萍
    Hsieh, Yu-Ping
    貢獻者: 李桐豪
    Lee, Tung-Hao
    謝育萍
    Hsieh Yu-Ping
    關鍵詞: 股票報酬率分配
    常態分配
    穩定分配
    序列隨機
    The Distribution of Stock Returns
    Normal Distribution
    Stable Distribution
    Serial Random
    日期: 1994
    1993
    上傳時間: 2016-04-29 15:17:32 (UTC+8)
    摘要: 本文主要目的在檢定臺灣股票報酬率是否為序列隨機；臺灣股票報酬率分
    配是否符合常態分配、穩定分配。其中實證結果發現：拒絕臺灣股票報酬
    率為序列隨機；拒絕臺灣股票報酬率分配呈常態分配、穩定分配。由於拒
    絕臺灣股票報酬率為序列隨機，故將原資料隨機化後再次進行常態、穩定
    分配之檢定、結果發現拒絕隨機化後之臺灣股票報酬率分配呈常態分配，
    但不能拒絕隨機化後之臺灣股票報酬率分配呈穩定分配。
    參考文獻: [1] 伍忠謙(民國75年)，台灣股票市場價格變動習性為隨機漫步假定之再驗證，淡江大學管理科學研究所管理經濟組碩士論文。
    [2] 林玩香(民國80年)，SAS使用手冊(下)，儒林圖書公司印行。
    [3] 林啟淵(民國68年)，貨幣供給對台灣股票市場影響之研究，政治大學企業管理研究所碩士論文。
    [4] 林煜宗(民國67年)，“市場因素對台灣證券市場股票變動之影響”，證交資料，194期，1-9。
    [5] 徐世豪(民國68年)，台灣證券有效性之研究－過濾法投資效益之評估，政治大學企業管理研究所碩士論文。
    [6] 張金桂(民國69年)，台灣股票市場股價行為之實證研究，大同工學院事業經營研究所碩士論文。
    [7] 簡仁德(民國70年)，台灣證券市場價格變動習性為隨機漫假定之實證分析，淡江大學管理科學研究所博士論文。

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    描述: 碩士
    國立政治大學
    國際經營與貿易學系
    81351014
    資料來源: http://thesis.lib.nccu.edu.tw/record/#B2002003781
    資料類型: thesis
    顯示於類別:[國際經營與貿易學系 ] 學位論文

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