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