An Empirical Test of the Components of the Aggregate Volatility
碩士 === 國立成功大學 === 企業管理學系碩博士班 === 90 === Abstract This study used the model developed by Campell et at. (2001) that based on market model, market-adjusted model and weighted average approach to disaggregate the aggregate volatility into three components including market index return volatility, indu...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2002
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| Online Access: | http://ndltd.ncl.edu.tw/handle/2q348k |