Non-linear Relationship among International Stock Markets and Taiwan Stock Market During the Subprime Crisis—Application of the STAR Model
碩士 === 淡江大學 === 財務金融學系碩士在職專班 === 98 === This empirical study conducts nonlinear research method in smooth transition autoregressive model (STAR) to explore the correlation between the influential international stock index and TAIEX , adopting the countries stock indices from US , China and Hong Kong...
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2010
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| Online Access: | http://ndltd.ncl.edu.tw/handle/28855176243739267239 |