The Study of the Volatility Relationship Between Stock Market and Foreign Exchange Market in Taiwan - The Applications of Bivariate Symmetric and Asymmetric VARMA GARCH Models
碩士 === 國立中興大學 === 企業管理學系所 === 100 === In many literatures, reaserchers focus on the causation between stock market and exchange market. Some studies find that stock market affects exchange market, some find that exchange market affects stock market, some find that no relationship between stock marke...
| Main Authors: | , |
|---|---|
| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2012
|
| Online Access: | http://ndltd.ncl.edu.tw/handle/17041741850404429731 |