The Cointegration Research of International Stock Markets; Taiwan, Sanghai, Shenzhen, America, Japan and Hongkong.

碩士 === 國立中山大學 === 大陸研究所 === 84 === As the progress of information spread and decrease of capital flow barriers,the mutual influence of international stock market increase day by day. As a result,the relation- ship among inter-national stock...

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Bibliographic Details
Main Authors:	Tang, Chien Jung, 唐建榮
Other Authors:	Lee, Ching Nun
Format:	Others
Language:	zh-TW
Published:	1996
Online Access:	http://ndltd.ncl.edu.tw/handle/18957677417776988946

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spelling	ndltd-TW-084NSYSU0250072015-10-13T14:34:58Z http://ndltd.ncl.edu.tw/handle/18957677417776988946 The Cointegration Research of International Stock Markets; Taiwan, Sanghai, Shenzhen, America, Japan and Hongkong. 國際股票市場共整合之研究-以台灣、上海、深圳、美國、日本、香港為例 Tang, Chien Jung 唐建榮碩士國立中山大學大陸研究所 84 As the progress of information spread and decrease of capital flow barriers,the mutual influence of international stock market increase day by day. As a result,the relation- ship among inter-national stock martkets is more important for the international portfolio diversification. Due to the fact that past researchers have taken data time series as stationary,and used normal distribution. Therefore in this thesis,I make sure that data time series is unstationary by using the Unit Root Test,then proceed with the Cointe- gration Test. The result of Cointegration Test shows that there is a long-run equilibrium among international stock markets. Lee, Ching Nun 李慶男 1996 學位論文 ; thesis 73 zh-TW
collection	NDLTD
language	zh-TW
format	Others
sources	NDLTD
description	碩士 === 國立中山大學 === 大陸研究所 === 84 === As the progress of information spread and decrease of capital flow barriers,the mutual influence of international stock market increase day by day. As a result,the relation- ship among inter-national stock martkets is more important for the international portfolio diversification. Due to the fact that past researchers have taken data time series as stationary,and used normal distribution. Therefore in this thesis,I make sure that data time series is unstationary by using the Unit Root Test,then proceed with the Cointe- gration Test. The result of Cointegration Test shows that there is a long-run equilibrium among international stock markets.
author2	Lee, Ching Nun
author_facet	Lee, Ching Nun Tang, Chien Jung 唐建榮
author	Tang, Chien Jung 唐建榮
spellingShingle	Tang, Chien Jung 唐建榮 The Cointegration Research of International Stock Markets; Taiwan, Sanghai, Shenzhen, America, Japan and Hongkong.
author_sort	Tang, Chien Jung
title	The Cointegration Research of International Stock Markets; Taiwan, Sanghai, Shenzhen, America, Japan and Hongkong.
title_short	The Cointegration Research of International Stock Markets; Taiwan, Sanghai, Shenzhen, America, Japan and Hongkong.
title_full	The Cointegration Research of International Stock Markets; Taiwan, Sanghai, Shenzhen, America, Japan and Hongkong.
title_fullStr	The Cointegration Research of International Stock Markets; Taiwan, Sanghai, Shenzhen, America, Japan and Hongkong.
title_full_unstemmed	The Cointegration Research of International Stock Markets; Taiwan, Sanghai, Shenzhen, America, Japan and Hongkong.
title_sort	cointegration research of international stock markets; taiwan, sanghai, shenzhen, america, japan and hongkong.
publishDate	1996
url	http://ndltd.ncl.edu.tw/handle/18957677417776988946
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The Cointegration Research of International Stock Markets; Taiwan, Sanghai, Shenzhen, America, Japan and Hongkong.

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