THE STUDY ON VOLATILITY BETWEEN TAIWAN’S ELECTRIC STOCK AND AMERICAN STOCK MARKETS
碩士 === 南華大學 === 財務管理研究所 === 91 === This study examines volatility transmission correlation between Taiwan’s electric stocks and U.S.’s NASDAQ with electronic, integrated circuit(IC), optoelectronics, communication, PCB and software categories by using bi-variate EGARCH model and GJR model. We fur...
| Main Authors: | , |
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2003
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| Online Access: | http://ndltd.ncl.edu.tw/handle/27765275937980572345 |