Using Semiparametric Smooth Coefficient Quantile Regression Model to Analyze the Information Diffusion between Industries and Stock Markets
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...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2009
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| Online Access: | http://ndltd.ncl.edu.tw/handle/78858417419526402081 |