A Study on the Relationships between Stock Prices and Volatility Spillovers of the Semiconductor Industry：Pre- and Post-crash Analysis of the Bubble Internet
碩士 === 淡江大學 === 財務金融學系碩士班 === 96 === By applying extended multivariate EGARCH model, we find the difference between pre- and post-crash of the bubble internet. In the pre-crash period, empirical estimation reveals the interactions of return among the upper、middle and lower stream of semiconductor, b...
| 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/32128677483322067932 |