An Analysis of the Temporary and Permanent Volatility in Taiwan Stock Market
碩士 === 明道大學 === 企業高階管理碩士班 === 100 === This study investigates the behavior of return volatility of in the Taiwan stock market. The daily data from 2007 to 2011 are used, covering the period of the Financial Tsunami and Eurozone Debt Crisis. Volatility is proxied using the estimated conditional volat...
| 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/68294642347235779749 |