A Study on The Relationship of NASDAQ Composite& DOWJONES Industrial Index and TAIWAN Electronics Index

碩士 === 國立雲林科技大學 === 財務金融系碩士班 === 94 === The thesis uses the Multivariate GARCH model to investigate the volatility transmission effect among Taiwan Electronics Stock Index, American NASDAQ Stock Index, American Dow Jones Industrial Stock Index before and after the government abolish the QFII REGULAT...

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Bibliographic Details
Main Authors: Hsing-Fen Tsai, 蔡幸芬
Other Authors: Ai-Chi Hsu
Format: Others
Language:zh-TW
Published: 2006
Online Access:http://ndltd.ncl.edu.tw/handle/53656716390150482514