An Examination of the Relationship between Taiwan''s Stock Return Volatility and the Business cycle
碩士 === 長庚大學 === 企業管理研究所 === 90 === This paper investigates the volatility of Taiwan’s stock return by using SWARCH model and the other time series models to compare their capability of fitting and forecasting. Besides, we examine not only the relationship between the business cycle and stock price...
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| Format: | Others |
| Language: | zh-TW |
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2002
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| Online Access: | http://ndltd.ncl.edu.tw/handle/90411701911063921987 |