A Varying Correlation Bivariate GARCH-M Applied to Stock Markets between United States and Asian
碩士 === 嶺東科技大學 === 財務金融研究所 === 97 === This research take the stock market of Taiwan, Japan, Hong Kong, Singapore, Thailand, Malaysia, Philippines, South Korea and China, nine Asia main countries as the real diagnosis object, considers American Stock market to the Asia various countries reward of tran...
| Main Authors: | , |
|---|---|
| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2009
|
| Online Access: | http://ndltd.ncl.edu.tw/handle/19994259731455173639 |