Modelling, Estimation and Application of FIEC-FIGARCH Model:Long-Memory, Interrelationship and Volatility Spillover Effects Among Taiwain, Hong Kong, Japan and Korea Stock Markets.

碩士 === 國立臺北大學 === 統計學系 === 94 ===

Bibliographic Details
Main Authors:	WANG SHENG MEI, 王笙美
Other Authors:	LIU, SHIANG-HSI
Format:	Others
Language:	zh-TW
Published:	2006
Online Access:	http://ndltd.ncl.edu.tw/handle/52368947113343545797

id	ndltd-TW-094NTPU0337020
record_format	oai_dc
spelling	ndltd-TW-094NTPU03370202016-06-03T04:14:40Z http://ndltd.ncl.edu.tw/handle/52368947113343545797 Modelling, Estimation and Application of FIEC-FIGARCH Model:Long-Memory, Interrelationship and Volatility Spillover Effects Among Taiwain, Hong Kong, Japan and Korea Stock Markets. 台灣、香港、日本與韓國股市長期記憶、動態性與波動外溢效果之研究-FIEC-FIGARCH模式之建立、估計與應用 WANG SHENG MEI 王笙美碩士國立臺北大學統計學系 94 LIU, SHIANG-HSI Ou , Shyh-Tyan 劉祥熹歐士田 2006 學位論文 ; thesis 119 zh-TW
collection	NDLTD
language	zh-TW
format	Others
sources	NDLTD
description	碩士 === 國立臺北大學 === 統計學系 === 94 ===
author2	LIU, SHIANG-HSI
author_facet	LIU, SHIANG-HSI WANG SHENG MEI 王笙美
author	WANG SHENG MEI 王笙美
spellingShingle	WANG SHENG MEI 王笙美 Modelling, Estimation and Application of FIEC-FIGARCH Model:Long-Memory, Interrelationship and Volatility Spillover Effects Among Taiwain, Hong Kong, Japan and Korea Stock Markets.
author_sort	WANG SHENG MEI
title	Modelling, Estimation and Application of FIEC-FIGARCH Model:Long-Memory, Interrelationship and Volatility Spillover Effects Among Taiwain, Hong Kong, Japan and Korea Stock Markets.
title_short	Modelling, Estimation and Application of FIEC-FIGARCH Model:Long-Memory, Interrelationship and Volatility Spillover Effects Among Taiwain, Hong Kong, Japan and Korea Stock Markets.
title_full	Modelling, Estimation and Application of FIEC-FIGARCH Model:Long-Memory, Interrelationship and Volatility Spillover Effects Among Taiwain, Hong Kong, Japan and Korea Stock Markets.
title_fullStr	Modelling, Estimation and Application of FIEC-FIGARCH Model:Long-Memory, Interrelationship and Volatility Spillover Effects Among Taiwain, Hong Kong, Japan and Korea Stock Markets.
title_full_unstemmed	Modelling, Estimation and Application of FIEC-FIGARCH Model:Long-Memory, Interrelationship and Volatility Spillover Effects Among Taiwain, Hong Kong, Japan and Korea Stock Markets.
title_sort	modelling, estimation and application of fiec-figarch model:long-memory, interrelationship and volatility spillover effects among taiwain, hong kong, japan and korea stock markets.
publishDate	2006
url	http://ndltd.ncl.edu.tw/handle/52368947113343545797
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Modelling, Estimation and Application of FIEC-FIGARCH Model:Long-Memory, Interrelationship and Volatility Spillover Effects Among Taiwain, Hong Kong, Japan and Korea Stock Markets.

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