The Effects of Information Transmission on Return Volatility：Evidence from Asian Markets
碩士 === 國立雲林科技大學 === 財務金融系碩士班 === 91 === This paper examines the effect of information transmission on the persistence and asymmetry of volatility in the emerging countries in Asia based on the GARCH and EGARCH models. The author measures the rate of information arrival by trading activity and selec...
| 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/95793480678145614649 |