Conditional Correlations and Diversification under Highly Volatile Markets
碩士 === 國立高雄第一科技大學 === 財務管理所 === 94 === ABSTRACT The main purpose of this study is to investigate the benefit of portfolio diversification when Taiwan stock market is in highly volatile periods (bull market or bear market). The study employs generalized error distribution (GED) to calculate condition...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2005
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| Online Access: | http://ndltd.ncl.edu.tw/handle/44625104518738097377 |