Bi-GARCH Modeling of the Taiwan and US Stock Index Returns with Applications

碩士 === 國立成功大學 === 統計學系碩博士班 === 98 === Dynamic relationship lies amongst stock markets in each country. In our country, quite a few people would get up early to watch US stock market closing status from last night. Amongst three largest stock markets in US, Dow Jones Industrial Average Index is most...

Full description

Bibliographic Details
Main Authors: Kuang-HungCheng, 鄭光宏
Other Authors: Min-Ching Huang
Format: Others
Language:zh-TW
Published: 2010
Online Access:http://ndltd.ncl.edu.tw/handle/46683095398766209263