Empirical Comparison of Common Dynamic Features in Stock Returns between Taiwan and Thailand Stock Markets
碩士 === 國立交通大學 === 財務金融研究所 === 99 === The purpose of this study is to investigate the empirical comparison of common dynamic differences and similarities between stock returns. We introduce a volatility-based method for clustering analysis of financial time series. Using the threshold generalized aut...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2011
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| Online Access: | http://ndltd.ncl.edu.tw/handle/11730106679605183761 |