International Equity Market Integration and Cointegration Analysis －Use Linear-nonparametric Entropic Approach
碩士 === 銘傳大學 === 金融研究所 === 89 === An important question asked in this study is whether or not the international equity market is integration internationally and domestically. To circumvent the joint hypothesis test problem, we introduce a new tool, i.e., the nonparametric entropy pricing theory, to e...
| Main Authors: | , |
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2001
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| Online Access: | http://ndltd.ncl.edu.tw/handle/23708548173922887574 |