A Study Of Stock Markets Volatility Between The United States And Asia-Pacific-An Application Of Multivariate GARCH Model

碩士 === 嶺東科技大學 === 財務金融研究所 === 100 === In this study, the three countries of the Asia-Pacific, Taiwan, Indonesia, Vietnam, the three countries, the stock market for the empirical, with fluctuations in the U.S. stock market share price and the market return pass to the impact analysis, to provide inve...

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Bibliographic Details
Main Authors: Chang,chenyuan, 張宸源
Other Authors: Cheng,Kuangfu
Format: Others
Language:zh-TW
Published: 2012
Online Access:http://ndltd.ncl.edu.tw/handle/du9e6g