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...

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Bibliographic Details
Main Authors: Ke,Pei lin, 柯沛琳
Other Authors: Yang,Yung Lieh
Format: Others
Language:zh-TW
Published: 2011
Online Access:http://ndltd.ncl.edu.tw/handle/75582089351907301975

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