Sources of Stock Return Volatility and Its Persistence
碩士 === 國立高雄第一科技大學 === 金融營運系碩士班 === 89 === The purpose of this study is to explore sources of stock return volatility and its persistence. To address this issue empirically, we employ a GARCH model while allowing the return volatility to be affected by periodically announced macroeconomic news and o...
| 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/01219548039630956703 |