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臨界點現象來預測金融危機復甦探討 / Using Critical Phenomena to Predict Financial Recoveries林煒勝, Lin, Wei-Sheng Unknown Date (has links)
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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