漲跌幅限制對台灣股票市場波動性之影響
碩士 === 國立高雄第一科技大學 === 金融系碩士班金融組 === 104 === In recent years Taiwan Stock Exchange changes in the system of price limits. We expected to have an impact on market volatility. In order to understand whether there is excessive market volatility. This study will use GARCH, IGARCH, PGARCH, GJR-GARCH Model...
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2016
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| Online Access: | http://ndltd.ncl.edu.tw/handle/18516814384051191032 |