The Investigation of the Specification Effect in the Family ofAugmented ACD models on Taiwan Stock Market
碩士 === 銘傳大學 === 財務金融學系碩士班 === 95 === As the ACD models develop over time, many related issues have been widely explored. In this study, we apply the augmented ACD family proposed by Fernandes and Grammig(2006) to empirically analyze the data from Taiwan equity market. The empirical results of this s...
| 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/ag7yrf |