Asymmetric and Dynamic Associated Analysis of Stock Markets Return Volatility: Case by South Korea and Japan’s Stock Markets
碩士 === 嶺東科技大學 === 財務金融研究所 === 96 === This paper uses Student's t distribution to analyze the association and the proposed model construction of South Korean and Japanese stock markets for the period from January 4th, 1999 to December 29th, 2005. The empirical results indicate that there is a st...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2008
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| Online Access: | http://ndltd.ncl.edu.tw/handle/27030474791014673240 |