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...
Main Authors: | , |
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Other Authors: | |
Format: | Others |
Language: | zh-TW |
Published: |
2010
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Online Access: | http://ndltd.ncl.edu.tw/handle/46683095398766209263 |