The Long-run and Short-run Analysis of Price Volatility for China Stock Market
碩士 === 國立高雄第一科技大學 === 金融營運所 === 95 === Exploiting Component GARCH-M model to detect Chinese stock market, we use daily close of four stock price indices(Shanghai and Shenzhen A and B market indices) from November 25, 1994 to September 29, 2006. The results have shown a significantly positive risk-re...
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2007
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| Online Access: | http://ndltd.ncl.edu.tw/handle/64227446830328252735 |