Financial Applications Using Threshold Regression Model and Panel Cointegration
博士 === 國立政治大學 === 經濟學系 === 90 === This dissertation includes three financial applications using time series methods. The first article investigates the asymmetric effects of information transmissions in stock markets using threshold vector autoregression model. The second article uses asymmetric coi...
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2002
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| Online Access: | http://ndltd.ncl.edu.tw/handle/15698961931242905287 |