A Study on the Relationship between Foreign Institutional Investor and MSCI Taiwan Index－Application of Bivariate GARCH Model
碩士 === 大葉大學 === 事業經營研究所 === 94 === The purpose of this study is to test the dynamic relationship and the asymmetric volatility across markets between foreign institutional investors and MSCI Taiwan Index. The major analytical methods are VAR model, impulse response function, forecast error varianc...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2006
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| Online Access: | http://ndltd.ncl.edu.tw/handle/22953352561492283367 |