MEASURING THE RETURN AND THE VOLATILITY CONNECTEDNESS OF TAIWAN''S EQUITY MARKET
碩士 === 國立臺灣大學 === 經濟學研究所 === 105 === The empirical objective of this study is to measure the connectedness of stock prices in nine different market segments in Taiwan. For both the return and the volatility of stock prices, this research demonstrate that the connectedness level in different market s...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2017
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| Online Access: | http://ndltd.ncl.edu.tw/handle/8zz8q2 |