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題名 檢測價格泡沫與建構泡沫投資組合之績效分析:台灣上市股票之實證研究
Testing and Analyzing the Performance of Bubble Portfolio in Taiwan's Exchange Listed Company
作者 林士貴;郭獻聰;林朝陽
Lin, Shih-kuei;Guo, Sian-cong;Lin, Chao-yang
貢獻者 金融系
關鍵詞 泡沬; 移動窗格; 投資組合
SADF; GSADF; BSADF; Bubble; Rolling window; Portfolio
日期 2020-06
上傳時間 12-Mar-2026 14:53:54 (UTC+8)
關聯 中國統計學報, Vol.58, No.2, pp.128-167
資料類型 article
dc.contributor 金融系
dc.creator (作者) 林士貴;郭獻聰;林朝陽
dc.creator (作者) Lin, Shih-kuei;Guo, Sian-cong;Lin, Chao-yang
dc.date (日期) 2020-06
dc.date.accessioned 12-Mar-2026 14:53:54 (UTC+8)-
dc.date.available 12-Mar-2026 14:53:54 (UTC+8)-
dc.date.issued (上傳時間) 12-Mar-2026 14:53:54 (UTC+8)-
dc.identifier.uri (URI) https://ah.lib.nccu.edu.tw/item?item_id=181594-
dc.format.extent 134 bytes-
dc.format.mimetype text/html-
dc.relation (關聯) 中國統計學報, Vol.58, No.2, pp.128-167
dc.subject (關鍵詞) 泡沬; 移動窗格; 投資組合
dc.subject (關鍵詞) SADF; GSADF; BSADF; Bubble; Rolling window; Portfolio
dc.title (題名) 檢測價格泡沫與建構泡沫投資組合之績效分析:台灣上市股票之實證研究
dc.title (題名) Testing and Analyzing the Performance of Bubble Portfolio in Taiwan's Exchange Listed Company
dc.type (資料類型) article