An Empirical Study of the Dynamic Relationship between Mutual Fund Flow and Market Return Voiatility
碩士 === 國立臺北商業技術學院 === 國際商務系碩士班 === 98 === This study uses two volatility estimator as market volatility measures to analyze the dynamic relationship between mutual fund flows and market volatility. Using VAR approach and Granger causality test, this study test the relation between mutual fund fl...
| 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/65249559497716072472 |