Dynamic Conditional Correlation among Stock Indices During and After the Period of American Lehman Brothers Collapse: Evidence from China, Hong Kong, Taiwan and Singapore
碩士 === 銘傳大學 === 財務金融學系碩士在職專班 === 101 === The purpose of this paper is to investigate dynamic changes of the volatilities among stock indices in China, Hong Kong, Taiwan and Singapore during and after the period of American Lehman Brothers collapse on September 15,2008.Using sample data from Septembe...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2013
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| Online Access: | http://ndltd.ncl.edu.tw/handle/81685773215242291064 |