The Empirical Study of the Subprime Mortgage Crisis on the Asymmetric Volatility of the Taiwan Stock Market
碩士 === 國立高雄應用科技大學 === 商務經營研究所 === 98 === This research is to examine the effect of subprime mortgage crisis on the volatilities of the Taiwan stock market using EGARCH model. Sample data are the daily closing prices, from January 1st 2005 to December 30th 2009. The research period is divided into tw...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2010
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| Online Access: | http://ndltd.ncl.edu.tw/handle/08577089600565175589 |