Quantile regression analysis of volatility-volume relation of Taiwan stock index
碩士 === 國立政治大學 === 金融學系 === 105 === This paper used the Taiwan stock market index daily data from October 2, 1989 to April 12, 2017, which divided into a range of 7% of the price limit, and a range of 10%. There are two different variables to measure the volatility and return: [(the highest price - t...
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| Format: | Others |
| Language: | zh-TW |
| Online Access: | http://ndltd.ncl.edu.tw/handle/h3p4v8 |