The Effect of Structural Break on the Integration of Shanghai and Shenzhen stock market
碩士 === 嶺東科技大學 === 財務金融研究所 === 95 === In this paper, we examine the cointegration relationship A index and B index in China’s stock market including Shanghai and Shenzhen stock market in the presence of structural change. The empirical findings show no matter consider the structural changes that all...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2007
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| Online Access: | http://ndltd.ncl.edu.tw/handle/58793935436318711005 |