The Euro and European Stock Market Integration: Evidence from the Industry Level
碩士 === 國立中央大學 === 財務金融研究所 === 94 === In this thesis, we use three kinds of methodologies, which are principle components analysis, GJR-GARCH(1,1)-t model and conditional copula dependence model, to provide an comprehensive analysis of equity market integration between European countries under the in...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2006
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| Online Access: | http://ndltd.ncl.edu.tw/handle/15515888356767949138 |