Bivariate GARCH-DCC Applied to Stock Markets among United States and East Asian Countries
碩士 === 嶺東科技大學 === 財務金融研究所 === 100 === The GARCH-DCC Model is employed in this paper to investigate how A Varying Correlation Bivariate GARCH is applied to the analysis of the stock markets among the United States and the East Asian countries which include Taiwan, Japan, Hong Kong, Korea, and China....
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2012
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| Online Access: | http://ndltd.ncl.edu.tw/handle/31651151406732246745 |