Evidence of Predictable Behavior of Stock Returns in the Chinese Stock Market
碩士 === 朝陽科技大學 === 財務金融系碩士班 === 91 === Since China is the most important emerging market in the world, shares listed in Shanghai and Shenzhen stock exchanges are examined in this study. By using the time series model of ARMA(p,q) incorporates GARCH(s,m), the lead and lag relationships between share r...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2003
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| Online Access: | http://ndltd.ncl.edu.tw/handle/t2az99 |