Modeling China's Stock Market and International Linkages
碩士 === 國立東華大學 === 財務金融學系 === 103 === This thesis employs the Dynamic Conditional Correlation Multivariate GARCH model(DCC-MV-GARCH) to analyze the international linkages of the Mainland China stock markets with those of Hong Kong and the United States. The paper differs from previous studies in...
| Main Authors: | , |
|---|---|
| Other Authors: | |
| Format: | Others |
| Published: |
2015
|
| Online Access: | http://ndltd.ncl.edu.tw/handle/27225155180459240105 |