Modeling, Estimation and Application of STVEC-GARCH model:The Relationships among Stock Price ,House Price and Interest Rate in Taiwan
碩士 === 國立臺北大學 === 統計學系 === 95 === The purpose of this study is to detect the relationships among stock prices, house prices and interest rate of Taiwan. The STVEC-GARCH model is applied to examine these interactive relationships by using the sample period begins from Jan.1986 to Mar.2007.The main em...
| 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/66275858242283750972 |