Dynamic Conditional Correlation with Exogenous Variables - Case Study of Taiwan Stocks Indices
碩士 === 國立臺北大學 === 統計學系 === 99 === Many researches found out that financial markets are connected with each other. In early researches into financial merchandise’s relations between different markets, that were mostly evaluated by constant correlation coefficient model. But actually either financial...
| Main Authors: | , |
|---|---|
| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2011
|
| Online Access: | http://ndltd.ncl.edu.tw/handle/62403275382652231963 |