Finding and explaining common factors of internattional stock markets

碩士 === 國立暨南國際大學 === 國際企業學系 === 92 === In order to determine interconnections among stock markets of the world, this thesis compares the results of conventional factor analysis and the Pe${\tilde{\rm n}}$a-Box model for capturing contemporary and time-varying relations, respectively, of th...

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Bibliographic Details
Main Authors: Kao Jui-Wen, 高瑞妏
Other Authors: Hu Yu-Pin
Format: Others
Language:en_US
Published: 2004
Online Access:http://ndltd.ncl.edu.tw/handle/80046909056488564214