Using Quantile Regression Model to Analyze the Relationship between the Stock Returns in Taiwan and the Price of International Crude Oil, and Discussion of GARCHX Effect
碩士 === 銘傳大學 === 財務金融學系碩士班 === 94 === Recently, the price of international crude oil rises crazily. Taiwan may be influenced because it relies on the crude oil deeply and that may affect the volatility of stock market in Taiwan. Due to the volatility of time series data may exist time-varying and clu...
| Main Authors: | , |
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2006
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| Online Access: | http://ndltd.ncl.edu.tw/handle/qw5mz4 |