Long-term Volatility Trend of Taiwan Stock Market：the Analysis from Market、Industry and Firm-level Volatility
碩士 === 國立中興大學 === 財務金融系所 === 97 === According to Campbell et al.(2001), this paper uses a disaggregated approach to study trend variation of market volatility, industry volatility, and firm volatility in Taiwan Stock Market. This paper analyzes stock trends from 1971 to 2008 in Taiwan. Past literat...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2009
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| Online Access: | http://ndltd.ncl.edu.tw/handle/u34539 |