A Study on the Relationships between Price Changes and Transaction Volumes of Taiwan Electronic Stocks-The Application of VEC-GJR-GARCH and Nonlinear Causality Models
碩士 === 國立臺北大學 === 合作經濟學系 === 91 === The purpose of this study is to detect the effects of co-movement, volatility spillovers and causality among price changes and transaction volumes in Taiwan electronic stocks. This research has applied VAR, VECM, brivariate asymmetric VEC-GJR-GARCH model and nonli...
| 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/91474280162524189724 |