The research of dynamic Asian-Pacific financial market integration-an application of GARCH model
碩士 === 國立臺灣大學 === 國際貿易學系 === 84 === I.Degree of Asian financial market integration 1.The interest rate differentials in Asian financial market are heteroskedastic,where Hong Kong,Taiwan,Phillipines,Indonesia and Thailand fit GARCH(1,1)-M model and Korea,S...
| 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/73793641963953872029 |