The Application of GARCH Model on The United States to Japanese and Taiwanese Stock Markets
碩士 === 嶺東科技大學 === 財務金融研究所 === 100 === This paper takes the sample of Japanese and Taiwanese stock markets to discuss the US stock market’s influence on the two markets and to consider the reward of transfer effect. Research period was from January 4, 2000 to December 31, 2011, and the selection is t...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2012
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| Online Access: | http://ndltd.ncl.edu.tw/handle/65258431766499557879 |