n Examination of the Relationship between Taiwan’s High Technology Industry Stock Return Volatility and the Business Cycle

碩士 === 長庚大學 === 企業管理研究所 === 93 === This thesis used the Markov regime-switching model as a tool to analyze the Relationship between Taiwan’s High Technology Industry Stock Return Volatility and the Business Cycle. First calculated a High Technology Industry Stock index by market value weighted-point...

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Bibliographic Details
Main Authors: Jen-Ming Cheng, 程俊銘
Other Authors: 徐憶文
Format: Others
Language:zh-TW
Published: 2005
Online Access:http://ndltd.ncl.edu.tw/handle/78767901579316649718