Dynamic Conditional Correlation Model-an Analysis Between Taiwan and US Stock Market
碩士 === 國立臺灣大學 === 財務金融學研究所 === 95 === The correlation between different assets is gaining more and more importance toward the area of risk management. In this research, the dynamic conditional correlation model proposed by Engle is used to conduct an empirical analysis between the NASDSQ and the Tai...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2007
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| Online Access: | http://ndltd.ncl.edu.tw/handle/66371516062615337877 |