Bi-GARCH Modeling of the Taiwan and US Stock Index Returns with Applications

碩士 === 國立成功大學 === 統計學系碩博士班 === 98 === Dynamic relationship lies amongst stock markets in each country. In our country, quite a few people would get up early to watch US stock market closing status from last night. Amongst three largest stock markets in US, Dow Jones Industrial Average Index is most...

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Bibliographic Details
Main Authors: Kuang-HungCheng, 鄭光宏
Other Authors: Min-Ching Huang
Format: Others
Language:zh-TW
Published: 2010
Online Access:http://ndltd.ncl.edu.tw/handle/46683095398766209263

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