Volatility Transmission Effect of Taiwan GDRs, Underlying Stock, and Exchange Rate
碩士 === 銘傳大學 === 財務金融學系碩士班 === 91 === The purpose of this thesis is to examine the volatility transmission effect among Taiwan GDRs,their respective underlying stocks and corresponding exchange rates. The Multivariate GARCH model is used to set up a dynamical model and calculate the conditional varia...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2003
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| Online Access: | http://ndltd.ncl.edu.tw/handle/41534248822139066365 |