The Relationship of Oil Price and Exchange with All Individual Taiwan Industrial Group Stock Indic

碩士 === 樹德科技大學 === 金融與風險管理所 === 97 === Oil price and exchange are important factors in financial markets. This study researches into the relation between both of them and the stock market in Taiwan.Because of special distribution of the samples from Index, this study use TGARCH model to analyze sampl...

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Bibliographic Details
Main Authors: Cheng-Chuan Wang, 王正權
Other Authors: Shih-Jen Liao
Format: Others
Language:zh-TW
Published: 2009
Online Access:http://ndltd.ncl.edu.tw/handle/99518737748167070380