A Linkage Analysis of Stock Price Indices in China, Hong Kong, and Taiwan

碩士 === 國立交通大學 === 經營管理研究所 === 94 === By applying various time series models, this paper investigates the dynamic interdependence of the major stock markets in the Chinese economic area (CEA). In order to avoid any structural change in the paper, the research period of this thesis is after Mainland...

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Bibliographic Details
Main Authors: Wen-Chun Lin, 林紋君
Other Authors: Jin-Li Hu
Format: Others
Language:zh-TW
Published: 2006
Online Access:http://ndltd.ncl.edu.tw/handle/75542824576307431104