Revisiting Mean Reversion in G-7 Stock Prices－Threshold Unit Root Test
碩士 === 逢甲大學 === 金融碩士在職專班 === 100 === In this study, we use the threshold unit root test proposed by Caner and Hansen (2001) to re-investigate the time-series properties of stock prices for the G-7 stock markets during the 2000.01 to 2009.05 period. The empirical results from our threshold unit test...
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| Format: | Others |
| Language: | en_US |
| Published: |
2012
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| Online Access: | http://ndltd.ncl.edu.tw/handle/62928787402696288050 |