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碩士 === 國立東華大學 === 國際經濟研究所 === 94 === In this paper we employ the threshold cointegration model to investigate the relationship between A-shares listed in Chinese stock market and H-shares listed in Hong Kong stock market with considering the characteristics of nonlinearity and asymmetry. The analysi...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Online Access: | http://ndltd.ncl.edu.tw/handle/76525123455387273404 |