| Summary: | 碩士 === 國立臺中科技大學 === 財務金融研究所碩士班 === 103 === ABSTRACT
The study take account Quantile Regression(QR) to discuss the close price and volume of IBM corporate and the main exchange rate of US dollar index, EUR/USD, GBP/USD, USD/JPY and USD/CAD in one minute data to understand the relation between them and to understand the influence of the gap of 2008. In the result, when in one minute data, QR can indicate more the relation of the price and volume of IBM corporate, but exchange rate is lesser. Due to the unrobustness of the close price of exchange rate and the close price of IBM corporate. In the result, I find that the relation of close price and volume has interaction, and the right-tail has a positive effect, left-tail has a reverse effect. Furthermore, the influence of 2008 has a reverse effect in the mean time and it has positive effect on the years after 2008.
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