結構改變與股市共整合之實證研究
碩士 === 國立東華大學 === 經濟學系 === 101 === In order to provide investors some recommendations about risk diversification, in this paper we employ the Engle-Granger cointegration test and Gregory-Hansen cointegration test to investigate the long-term relationship among twelve nations' stock indices. Th...
| Main Authors: | , |
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| Format: | Others |
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2013
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| Online Access: | http://ndltd.ncl.edu.tw/handle/37472590471305946923 |