The Long-Short Term Influence of Taiwan Stock Price Volatility by Macroeconomic Variables --Analyze With CARR Model
碩士 === 國立清華大學 === 經濟學系 === 101 === The report influence that Taiwan Weight Stock Index different with daily data and monthly data, investigate macroeconomic variables if it volatility significant explanatory power. Volatility is the risk in the financial market. To make sure that capture well effect...
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2013
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| Online Access: | http://ndltd.ncl.edu.tw/handle/h4hcgp |