Jump Risk Resulted From The cross-strait Crisises Impact to Taiwan Stock and Foreign Exchange Markets
碩士 === 淡江大學 === 財務金融學系碩士班 === 93 === This paper includes two Jump-diffusion models ARJI and GARCH-constant jump to discuss the abnormal jumping status and irregular reactions when Taiwan stock market and foreign exchange market encounter the cross-strait crisises. Through models jump frequency and j...
| 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/10402256072604852316 |