Volatility and Volatility Spillover Effect of Main Asia Pacific Stock Markets : GARCH Approaches
碩士 === 國立中正大學 === 國際經濟研究所 === 86 === The purpose of this dissertation is to study the volatility and volatility spillover effects among main Asian Pacific stock markets. The markets that we are interested in are the Taiwan, the New York, the Japanese, the...
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| Format: | Others |
| Language: | zh-TW |
| Online Access: | http://ndltd.ncl.edu.tw/handle/33189858383530527537 |