A Study on the Interactions, Volatility Spillovers, and Long Memory Effects for Stock and Futures Markets of Taiwan Electronic and Financial Indexes:The Mediating Effect of Foreign Capital and hedge effect of American Futures and an Application of FIEC-
碩士 === 國立臺北大學 === 國際企業研究所 === 97 === This study investigates the interactions, volatility spillovers, and long memory effects for stock and futures markets of Taiwan electronic and financial indexes by using FIEC-HYGARCH model. It also discusses the mediating effect of foreign capital and hedge effe...
| Main Authors: | , |
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2009
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| Online Access: | http://ndltd.ncl.edu.tw/handle/85220719638981963294 |