The Study of a Non-linear Threshold Econometric Model to the Applications of Convertible Bond Arbitrage Opportunity and Forecasting Tanker Freight Rate

碩士 === 國立中正大學 === 財務金融研究所 === 99 === Part 1 Title:Investigating The Relationship between The Price Changing of Convertible Bond and Common Stock: A Bivariate Autoregressive Model Application in Taiwan Market Abstract: Past literature investigate the relationship between the return of convertible bo...

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Bibliographic Details
Main Authors: Huang, Chih-Yueh, 黃致越
Other Authors: Hsu, Chih-Chen
Format: Others
Language:zh-TW
Published: 2011
Online Access:http://ndltd.ncl.edu.tw/handle/24847667262961458083