The Asymmetric Relationship between the Stocks ofFinancial Holding Companies and Exchange markets
碩士 === 正修科技大學 === 金融管理研究所 === 107 === This study aims to study the asymmetry between financial holding company's stocks and exchange markets fluctuating from the empirical perspectives. This paper constructs the asymmetric GARCH model, in addition to analyzing the impact of past shocks in v...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2019
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| Online Access: | http://ndltd.ncl.edu.tw/handle/rwt2q7 |