The Relationships of Moments for Taiwan Electron Index and NASDAQ Stock Index
碩士 === 淡江大學 === 管理科學學系 === 88 === This paper uses unit roots test and Granger Causality with VAR models to investigate the relationships of the higher moment, skewness and kurtosis and the lower moment, return and volatility for NASDAQ Stock Index and Taiwan Electron Index, sub-index of Taiwan Weigh...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2000
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| Online Access: | http://ndltd.ncl.edu.tw/handle/23931220809948023200 |