The Impact of Trading Volume on Stock Return：A Bivariate GARCH-M Model

碩士 === 逢甲大學 === 經濟學所 === 91 === 無

Bibliographic Details
Main Authors:	Chih-Shyang Tsay, 蔡志翔
Other Authors:	Wen-Shwo Fang
Format:	Others
Language:	zh-TW
Published:	2003
Online Access:	http://ndltd.ncl.edu.tw/handle/72052994963100458827

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spelling	ndltd-TW-091FCU053890062015-10-13T17:01:20Z http://ndltd.ncl.edu.tw/handle/72052994963100458827 The Impact of Trading Volume on Stock Return：A Bivariate GARCH-M Model 股票成交量對市場報酬的衝擊：雙變量GARCH-M模型 Chih-Shyang Tsay 蔡志翔碩士逢甲大學經濟學所 91 無 Wen-Shwo Fang 方文碩 2003 學位論文 ; thesis 47 zh-TW
collection	NDLTD
language	zh-TW
format	Others
sources	NDLTD
description	碩士 === 逢甲大學 === 經濟學所 === 91 === 無
author2	Wen-Shwo Fang
author_facet	Wen-Shwo Fang Chih-Shyang Tsay 蔡志翔
author	Chih-Shyang Tsay 蔡志翔
spellingShingle	Chih-Shyang Tsay 蔡志翔 The Impact of Trading Volume on Stock Return：A Bivariate GARCH-M Model
author_sort	Chih-Shyang Tsay
title	The Impact of Trading Volume on Stock Return：A Bivariate GARCH-M Model
title_short	The Impact of Trading Volume on Stock Return：A Bivariate GARCH-M Model
title_full	The Impact of Trading Volume on Stock Return：A Bivariate GARCH-M Model
title_fullStr	The Impact of Trading Volume on Stock Return：A Bivariate GARCH-M Model
title_full_unstemmed	The Impact of Trading Volume on Stock Return：A Bivariate GARCH-M Model
title_sort	impact of trading volume on stock return：a bivariate garch-m model
publishDate	2003
url	http://ndltd.ncl.edu.tw/handle/72052994963100458827
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The Impact of Trading Volume on Stock Return：A Bivariate GARCH-M Model

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