A Study on the Relationships on Conditional Volatility, Economic Growth and its Relations to Stock Index Volatility for Taiwan, US and China: An Application of Multivariate VEC-GARCH-in-Mean Model.

碩士 === 國立臺北大學 === 合作經濟學系 === 95 === The purpose of this study is to detect the relationships on conditional volatility, economic growth and its relations to stock index volatility for Taiwan, US and China. This research has applied multivariate VEC –GARCH –in -Mean model to achieve the purpose by u...

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Bibliographic Details
Main Authors: Shih-Chieh Hsu, 徐士傑
Other Authors: Hsiang-hsi Liu
Format: Others
Language:zh-TW
Published: 2007
Online Access:http://ndltd.ncl.edu.tw/handle/19303923139381922335