政大機構典藏-National Chengchi University Institutional Repository(NCCUR):Item 140.119/50753

政大機構典藏-National Chengchi University Institutional Repository(NCCUR):Item 140.119/50753

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政大典藏 > College of Commerce > Department of International Business > Theses > Item 140.119/50753

Please use this identifier to cite or link to this item: https://nccur.lib.nccu.edu.tw/handle/140.119/50753

Title:	臨界點現象來預測金融危機復甦探討 Using Critical Phenomena to Predict Financial Recoveries
Authors:	林煒勝 Lin, Wei-Sheng
Contributors:	郭維裕 Kuo, Wei Yu 林煒勝 Lin, Wei-Sheng
Keywords:	臨界點金融危機金融危機預測金融危機復甦 critical point financial crash predict crash predict
Date:	2010
Issue Date:	2011-09-29 16:37:04 (UTC+8)
Abstract:	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。 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.
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Description:	碩士國立政治大學國際經營與貿易研究所 97351021 99
Source URI:	http://thesis.lib.nccu.edu.tw/record/#G0097351021
Data Type:	thesis
Appears in Collections:	[Department of International Business] Theses

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