Using Semiparametric Smooth Coefficient Quantile Regression Model to Analyze the Information Diffusion between Industries and Stock Markets

Using Semiparametric Smooth Coefficient Quantile Regression Model to Analyze the Information Diffusion between Industries and Stock Markets

Show other versions (1)

碩士 === 國立政治大學 === 金融研究所 === 97 === In this paper, we use semiparametric smooth coefficient quantile regression model to analyze the information diffusion between industries and stock markets. Under different quantile of stock market performances, we examine whether the returns of industry portfolios...

Full description

Bibliographic Details
Main Authors: Yang, Kuo-Wei, 楊國偉
Other Authors: 黃台心
Format: Others
Language:zh-TW
Published: 2009
Online Access:http://ndltd.ncl.edu.tw/handle/78858417419526402081

Internet

http://ndltd.ncl.edu.tw/handle/78858417419526402081

Similar Items