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: | Pan Yi-No, 潘以諾 |
---|---|
Other Authors: | Chen Jin-Qiong |
Format: | Others |
Language: | zh-TW |
Published: |
2009
|
Online Access: | http://ndltd.ncl.edu.tw/handle/19994259731455173639 |
Similar Items
-
Applied to A Varying Correlation Bivariate GARCH-M Taiwan’s Stock and futures Markets Contagion effect
by: Chan ,Ya-Wen, et al.
Published: (2012) -
A Varying Correlation Bivariate GARCH Applied to Influence of the Exchange Rate of RMB and EUR on Stock Market of Asian Tigers
by: WU,MIN-FANG, et al.
Published: (2017) -
Bivariate GARCH-DCC Applied to Stock Markets among United States and Four Asian Countries
by: Chang,Wenling, et al.
Published: (2012) -
Bivariate GARCH-DCC Applied to Stock Markets among United States and East Asian Countries
by: Lee,Chen-Yi, et al.
Published: (2012) -
Dynamic Conditional Correlation Bivariate GARCH Applied to Stock Markets between United States and Europe
by: Lin Ya-Chuan, et al.
Published: (2009)