The Study of Spillover Effects and Performance for Global Major Exchange Traded Funds
碩士 === 中原大學 === 企業管理研究所 === 93 === Abstract This research used GARCH(1,1)-MA(1) model for the empirical analysis and studied on the spillover effects and performance among stock index, global major exchange traded funds, and stock funds. The empirical results were as following: 1.) By analyzing pe...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2005
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| Online Access: | http://ndltd.ncl.edu.tw/handle/4wqvjh |