Department of Business Administration, National Taipei University, Taipei City
Department of Finance, Chihlee Institute of Technology, New Taipei City
Department of Integrated Marketing, Cathay Life Insurance Co., Ltd., Taipei City
Copyright © 2015 Yeong-Jia Goo, Feng-Huei Chang, Kuo-Liang Chiu et al. This is
an open access article distributed under the Creative Commons Attribution
License, which permits unrestricted use, distribution, and reproduction in any
medium, provided the original work is properly cited.
How to Cite this Article
Goo, Y. , Chang, F. and Chiu, K. (2015) Stock Selection and Timing Ability of the Taiwan Equity Funds—The Application of Stochastic Beta, GARCH, and Nonlinear GLS.
Modern Economy,
6, 153-164. doi:
10.4236/me.2015.62013.