The effect of international industrial specialization on related stock markets: Evidence on electronic industries in Taiwan and U.S.
碩士 === 國立暨南國際大學 === 國際企業學系 === 92 === The thesis uses the two-stage GARCH(1,1) model to examine the transmission and volatility spillover between the U.S NASDAQ Index and Taiwan Weighted Stock Index. It also examines the volatility transmission between the NASDAQ Computer Index and Taiwan Electron I...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2004
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| Online Access: | http://ndltd.ncl.edu.tw/handle/94350114016017098276 |