Comparative Analysis of U.S., Japan, Taiwan and South Korea Stock Return Volatility Persistence via Structural Changes, Trading Volumes and GARCH Effects and Its Dynamic Interactions among these Stock Markets: Application of ICSS Algorithm and Multivariat
碩士 === 國立臺北大學 === 合作經濟學系 === 93 === The purpose of this thesis is proceeded a comparative analysis of U.S., Japan, Taiwan and South Korea stock return volatility persistence via structural changes, trading volumes and GARCH effects and Its dynamic interactions among these stock markets. While esti...
| Main Authors: | , |
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2005
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| Online Access: | http://ndltd.ncl.edu.tw/handle/50381486156844100530 |