| dc.contributor.advisor | 郭維裕<br>Kuo, Wei Yu | zh_TW |
| dc.contributor.author (Authors) | 林煒勝 | zh_TW |
| dc.contributor.author (Authors) | Lin, Wei-Sheng | en_US |
| dc.creator (作者) | 林煒勝 | zh_TW |
| dc.creator (作者) | Lin, Wei-Sheng | en_US |
| dc.date (日期) | 2010 | en_US |
| dc.date.accessioned | 29-Sep-2011 16:37:04 (UTC+8) | - |
| dc.date.available | 29-Sep-2011 16:37:04 (UTC+8) | - |
| dc.date.issued (上傳時間) | 29-Sep-2011 16:37:04 (UTC+8) | - |
| dc.identifier (Other Identifiers) | G0097351021 | en_US |
| dc.identifier.uri (URI) | http://nccur.lib.nccu.edu.tw/handle/140.119/50753 | - |
| dc.description (描述) | 碩士 | zh_TW |
| dc.description (描述) | 國立政治大學 | zh_TW |
| dc.description (描述) | 國際經營與貿易研究所 | zh_TW |
| dc.description (描述) | 97351021 | zh_TW |
| dc.description (描述) | 99 | zh_TW |
| dc.description.abstract (摘要) | 本篇論文的主要研究目的是希望探討Didier所發展出的金融危機預測模型是否也能夠適用於預測復甦現象?如同先前許多研究所指出的，美國股市指數波動在崩盤以及復甦下呈現截然不同的現象。當在復甦時，指數成長緩慢，波動程度小。但是當蕭條時，指數波動程度大，並且快速。這些差異增加了使用同一種方法來預測金融復甦與危機的困難度。 | zh_TW |
| dc.description.abstract (摘要) | Purpose of this study was to investigate Can the crisis prediction model proposed by Didier Sornette still work on blooming. As previous studies pointed out that the U.S. stock market index fluctuated different when under the blooming stage and the recession stage. When Economic recovery, a change into the positive cycle, the stock market index rose slowly, the index change in the short term rate is small. When recession came, changes in stock market index fiercely. These differences make it hard to using the same way predict the economic recovery and collapse. | en_US |
| dc.description.tableofcontents | 1. Introduction 3 2. Theoretical framework 10 3. Data 14 4. Empirical Result 17 5. Conclusion 22 References 24 Figures 27 Tables 34 | zh_TW |
| dc.language.iso | en_US | - |
| dc.source.uri (資料來源) | http://thesis.lib.nccu.edu.tw/record/#G0097351021 | en_US |
| dc.subject (關鍵詞) | 臨界點 | zh_TW |
| dc.subject (關鍵詞) | 金融危機 | zh_TW |
| dc.subject (關鍵詞) | 金融危機預測 | zh_TW |
| dc.subject (關鍵詞) | 金融危機復甦 | zh_TW |
| dc.subject (關鍵詞) | critical point | en_US |
| dc.subject (關鍵詞) | financial crash predict | en_US |
| dc.subject (關鍵詞) | crash predict | en_US |
| dc.title (題名) | 臨界點現象來預測金融危機復甦探討 | zh_TW |
| dc.title (題名) | Using Critical Phenomena to Predict Financial Recoveries | en_US |
| dc.type (資料類型) | thesis | en |
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