Factors of Taiwan Stock Market Volatility
碩士 === 朝陽科技大學 === 財務金融系碩士班 === 89 === It is an interesting topic to test Taiwan stock market, constrained by price limits, relationship between volatility and factors. So, this research uses the EGARCH model to examine the asymmetric volatility of Taiwan stock market and industry index between Oct....
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2001
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| Online Access: | http://ndltd.ncl.edu.tw/handle/77705369227137972716 |