The Empirical Study of Stock Market Returns in Smooth Transition Autoregressive Model
碩士 === 淡江大學 === 財務金融學系碩士班 === 95 === This paper examines the nonlinear dynamics in stock returns which includes Taiwan、 South Korea、Singapore、Honk Kong、Japan、United States of America and China by using Smooth Transition Autoregressive Model (STAR) and using the lag of stock return as the transition...
| 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/71844158646906873414 |