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Statistical properties of Taiwan Stock Index
並列摘要
We study the variation of Taiwan stock market using the statistical methods developed recently by econophysicists. We found that the Taiwan market does have a fat tail as found in the markets of other countries, but it does not follow a power law as the others. The cumulative distribution of daily returns in Taiwan stock index can be fitted quite well using the log-normal distribution, and even better by a power law with an exponential cutoff. We believe that the distinct behavior of Taiwan market is mainly due to the protective measures taken by the government.
並列關鍵字
無資料被引用紀錄
邱翊雲（2011）。少數者賽局在財務時間序列的預測與交易策略–以台灣加權指數期貨為例〔碩士論文，國立臺灣大學〕。華藝線上圖書館。https://doi.org/10.6342/NTU.2011.00615
延伸閱讀
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