Margin Trading Effect to the relationship between Hong Kong TDR and Underlying-An Application of Bayesian Analysis of Threshold Autoregessive Model
碩士 === 嶺東科技大學 === 財務金融研究所 === 100 === This paper examines the margin trading effect to the relationship between 4 Hong Kong TDRs and underlyings during May 14, 2009 - August 31, 2011. We apply the threshold autoregressive model with the Bayesian analysis to catch the structure changes between 4 Hong...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2011
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| Online Access: | http://ndltd.ncl.edu.tw/handle/75582089351907301975 |