Market States and Idiosyncratic Risk：Comparing Securities Subsidiaries with Non-Financial Holding Securities in Taiwan
碩士 === 義守大學 === 管理學院碩士班 === 97 === We mainly examine the idiosyncratic risk between the securities subsidiaries and the non-financial holding securities in Taiwan under different market states. We distinguish three market states by citing Pagan and Sossounov (2003) and modify three models with GRACH...
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2009
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| Online Access: | http://ndltd.ncl.edu.tw/handle/25163530093756982936 |