Co-movements in Taiwan and International Stock Markets
碩士 === 淡江大學 === 財務金融學系 === 87 === The purpose of this thesis is to examine the co-movements of stock returns in four international markets by characterizing the time-varying cross-market covariances and correlations. Using a generalized positive definite multivariate GARCH model and the errors are a...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
1999
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| Online Access: | http://ndltd.ncl.edu.tw/handle/32195928784940696487 |