美國股市對亞洲股市影響之探討─平滑轉換自我迴歸(STAR)模型之應用
碩士 === 輔仁大學 === 金融研究所 === 89 === Abstract Eun & Shin (1989), Brocato (1994), Min-Sheug Li (2000), pointed out that the U.S. stock return has linear effects on Asian stock markets. However, Granger & Terasvirta (1993)、Ocal & Osborn (1997) and Luukkonen & Terasvita (1991) in...
| Main Author: | |
|---|---|
| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2001
|
| Online Access: | http://ndltd.ncl.edu.tw/handle/62189676425940306373 |