A Study on Dynamic Relationship between Market Volatility and Stock Index Volatility
碩士 === 國立中興大學 === 企業管理學系研究所 === 92 === This study investigates the dynamic relationships between stock index volatility and market volatility using the monthly data running from January 1984 to March 2003 in Taiwan. The market volatility being investigated in this study involves interest rate volati...
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| Format: | Others |
| Language: | en_US |
| Published: |
2004
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| Online Access: | http://ndltd.ncl.edu.tw/handle/02892982431137262351 |