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    Please use this identifier to cite or link to this item: https://nccur.lib.nccu.edu.tw/handle/140.119/88306


    Title: 臺灣股票報酬率分配之實證研究
    An Empirical Study - The Distribution of Taiwan`s Stock Returns
    Authors: 謝育萍
    Hsieh, Yu-Ping
    Contributors: 李桐豪
    Lee, Tung-Hao
    謝育萍
    Hsieh Yu-Ping
    Keywords: 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
    Date: 1994
    1993
    Issue Date: 2016-04-29 15:17:32 (UTC+8)
    Abstract: 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。
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    [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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    Description: 碩士
    國立政治大學
    國際經營與貿易學系
    81351014
    Source URI: http://thesis.lib.nccu.edu.tw/record/#B2002003781
    Data Type: thesis
    Appears in Collections:[Department of International Business] Theses

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