Quantile Regression Analysis of the Spillover Effect of US-Taiwan Stock Markets
碩士 === 國立交通大學 === 經營管理研究所 === 97 === This paper employs quantile regression model to investigate if the price change spillover effect exists from U.S. to Taiwan. We discuss three market segments of Taiwan stock which comprise close-to-open, open-to-close and close-to-close returns respectively. We f...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2009
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| Online Access: | http://ndltd.ncl.edu.tw/handle/95899433451087765416 |