Associated Analysis of Shenzhen And Hong-Kong Stock Market Returns Volatility：An Application of Bivariate Asymmetric GARCH model
碩士 === 嶺東科技大學 === 財務金融研究所 === 95 === This article uses the Shenzhen and the Hong Kong stock price material from January 4, 1999 to December 30, 2005, discussed Shenzhen and between the Hong Kong Stock market's model construction the relatedness. The real diagnosis result knew that, Shenzhen and...
| Main Authors: | , |
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2007
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| Online Access: | http://ndltd.ncl.edu.tw/handle/89209200559355895113 |