A Study on the Relationships , Asymmetric Volatility Switching and Mean Reverting Property for Stock Price Index, Exchange Rate and Foreign Capitals in Taiwan：An Application of Multivariate VAR ANST GARCH-M Model
碩士 === 國立臺北大學 === 合作經濟學系 === 94 === A Study on the Relationships , Asymmetric Volatility Switching and Mean Reverting Property for Stock Price Index, Exchange Rate and Foreign Capitals in Taiwan：An Application of Multivariate VAR ANST GARCH-M Model ABSTRACT: The purposes of this study is to explore...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2006
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| Online Access: | http://ndltd.ncl.edu.tw/handle/76893023586210254443 |