The Dynamic Association of Taiwan Stock Index Futures, Stock Index and Exchange Rate - VECM and VECM-GARCH Application
碩士 === 國立中央大學 === 產業經濟研究所 === 96 === This thesis focuses on the Taiwan stock index, stock index futures and the exchange rate as of variables, and the use of VECM VECM-GARCH to examine the correlation among the dynamic, and time is divided into three parts, the results showed that in VECM, the stock...
| Main Authors: | , |
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2008
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| Online Access: | http://ndltd.ncl.edu.tw/handle/61680849574359002018 |