Dynamic interdependence and volatility transmission of the greater China stock markets
碩士 === 國立雲林科技大學 === 財務金融系 === 90 === This paper examines dynamic interdependence, volatility transmission, and market integration across the greater China stock markets. Using a vector autoregressive-GJR generalized autoregressive conditional heteroskedasticity (VAR-GJR GARCH) model, we have found s...
| 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/03606817171731793814 |