Application of Vector Error Correction Model in Analyzing the long-run and short-run relationship among stock index, outstanding balance of margin loan and outstanding balance of stock loan.
碩士 === 國立交通大學 === 工業工程研究所 === 84 === To avoid the spurious regression model or the misspecification of the model,this thesis uses Vector Error Correction Model (VECM) to analyze therelationship among stock index , outstanding balance of ma...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
1996
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| Online Access: | http://ndltd.ncl.edu.tw/handle/98484048755295719702 |