Testing the Comovement Between International Stock Markets Based on the Equal Variance Test:Evidence of South Korea
碩士 === 國立中山大學 === 經濟學研究所 === 102 === In this paper, we use the equal variance test to examine the co-movement be-tween Korea stock market and the other eight stock markets, the cointegration can show what the trend is, but it cannot discriminate how close the relationships be- tween markets. The tes...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2014
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| Online Access: | http://ndltd.ncl.edu.tw/handle/23k8h2 |