A Study of the Influence on Dynamic Correlation of Asia Stock Returns under Impact Events by ADCC Model
碩士 === 國立臺北大學 === 統計學系 === 97 === In the past, the interdependence among the returns of financial merchandise was mostly evaluated by constant correlation coefficients. But, in fact, the correlation coefficients among the return of financial merchandises were changed frequently. Hence, this resear...
| 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/89436207370918806190 |