Dynamics Dependence of the Stock Return between Taiwan’s High Technology Firms and Their American Depositary Receipts – An Application of Copula Models
碩士 === 國立嘉義大學 === 應用經濟學系研究所 === 97 === Volatility of the stock returns of American Depositary Receipt is lager than stock return of underlying security in Taiwan during financial tsunami. In order to discuss the dependence of stock returns between the company in Taiwan and its ADR for high-tech indu...
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2009
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| Online Access: | http://ndltd.ncl.edu.tw/handle/39404344447213435964 |