The GJR-GARCH Estimation of Taiwan Listed Semiconductor Companies Return Based on the Appreciation of Taiwan Dollar
碩士 === 嶺東科技大學 === 財務金融系碩士班 === 106 === A procedure is Using the GJR-GARCH model, this paper discusses the estimation of the return rate of the Taiwanese listed semiconductor companies from 2013 to GARCH 2018 by the appreciation of the exchange rate of the Taiwan dollar. The empirical results show th...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2018
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| Online Access: | http://ndltd.ncl.edu.tw/handle/dq7xmd |