An Empirical Study of the Taiwan Stock Return and Volatility －Application of GQARCH
碩士 === 國立臺北大學 === 企業管理學系 === 90 === This paper investigate the volatility of the Taiwan Stock excess stock returns over the period 1992-2001 through the comparison of various conditional heteroskedasticity models. The objective of this paper is to examine volatility in the Taiwan Stock Exchange mark...
| 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/62692599863301181774 |