An Empirical Study on Relationship between Domestic Stock Market Returns and Stock Mutual Fund Flows
碩士 === 國立高雄應用科技大學 === 商務經營研究所 === 95 === This research adopts Granger causality, VAR, and GARCH model to analyze the relation between domestic stock market returns and stock mutual fund flows by using the data of monthly domestic stock market returns and stock mutual fund flows. The study also uses...
| Main Authors: | , |
|---|---|
| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2007
|
| Online Access: | http://ndltd.ncl.edu.tw/handle/52899685909385950338 |