A Study on the Interactions between Institutional and General Public Investors and Its Relationships to Stocks Market-An Application of Multivariate VAR GJR-GARCH MODEL-
碩士 === 國立臺北大學 === 合作經濟學系 === 93 === The purpose of this thesis is to analyze the relationships of the investment behaviors between institutional and general public investors in Taiwan Stock Market and their effects on the index of Taiwan weighted stock price. The above relationships have been tested...
Main Authors: | Chen Sheh Ping, 陳世平 |
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Other Authors: | Liu, Hsiang-Hsi |
Format: | Others |
Language: | zh-TW |
Published: |
2005
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Online Access: | http://ndltd.ncl.edu.tw/handle/80104092258017129327 |
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