The Systematic Risk of the MSCI World Index on China's threeEquity Markets : Quantile Regression Analysis

碩士 === 國立臺北大學 === 統計學系 === 100 === In recent years, China's economic rapid development has attracted the world's attention, many investors turn to invest in China equity market. However, subprime crisis in U.S caused the decline of global equity market and the investors' fear of inves...

Full description

Bibliographic Details
Main Authors: Chao, Weichun, 趙偉鈞
Other Authors: Wu, Yangche
Format: Others
Language:zh-TW
Published: 2012
Online Access:http://ndltd.ncl.edu.tw/handle/17261328807756839191