| Translated title of the contribution | An Analysis of Multi-factor Model for Arbitrage Pricing Theory with Regime Switching: Evidence from S&P500 Stock |
|---|---|
| Original language | Chinese (Traditional) |
| Supervisors/Advisors |
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| State | Published - 2013 |
| Externally published | Yes |
因子狀態轉換後之套利定價模型分析：以S&P500成份股為實證研究
- 呂立成
Research output: Types of Thesis › Master's thesis