The Impacts of Low-return Distribution on GARCH Effects and Technical Indices
碩士 === 中原大學 === 國際貿易研究所 === 90 === As the result of financial globalization and industrial changes, Taiwan’s stock market has become more volatility. This paper explores the problems of testing and estimating GARCH models with particular on the impact of data return, firm size and trading volume. Th...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2002
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| Online Access: | http://ndltd.ncl.edu.tw/handle/07902877594971726291 |