The impacts of trading activity on returns volatility: the case of components of MSCI
碩士 === 國立高雄第一科技大學 === 財務管理所 === 90 === Abstract This paper uses GARCH model to investigate the question of excessive implies persistence of volatility. Ninety one traded actively Taiwan stocks of SIMEX MSCI are considered and as already established in the literature, when volume traded is inserted...
| 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/88920642101593012108 |