The Asymmetry and Periodieity (Holidy and Weekend Effect) of Taiwan Stock Return Rate Volatility - Application of Asymmetry Periodie - Garch Model
碩士 === 輔仁大學 === 金融研究所 === 85 === This research consists of two subjects, including (1)The asymnmetry of stock return volatility, and (2)The periodicity of stock return. The methodologies and empirical results are described as follows: (1)The asymmetry of stock return volatility This paper trie...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
1997
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| Online Access: | http://ndltd.ncl.edu.tw/handle/98492159093346145172 |