A Study of the Response Asymmetries in Stock Market in Asia-Pacific Region
碩士 === 國立雲林科技大學 === 財務金融系碩士班 === 94 === This paper uses co-integration test , regression and vector auto-regression(VAR) models to analyze the asymmetry response , long-term and short-term interrelationship in stock market in Asia-Pacific Region from January 1 , 1996 through January 1 , 2006....
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2006
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| Online Access: | http://ndltd.ncl.edu.tw/handle/80902215195475114844 |