A Study on the Correlation between the Sector Index of TWSE and TPEx
碩士 === 銘傳大學 === 財務金融學系碩士在職專班 === 107 === This study applies the spectrum further imported by Barunik and Krehlik (2015), and Krehlik and Barunik (2017) to decompose the generalized impulse response function and predict the error variance. Through the short, medium and long-term spillover effect, it...
| 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/7rrzx9 |