A GARCH-M Model Applied to Stock Markets between United States and BRICs

A GARCH-M Model Applied to Stock Markets between United States and BRICs

碩士 === 嶺東科技大學 === 財務金融研究所 === 100 === This research by GARCH-M model consider American Stock market to the BRICs various four countries reward of transfer effect stock market from January 1,2005 to December 31,2011. The real diagnosis result shows American Stock market has a one-way significant impa...

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Main Authors: Tseng,Yu-Ting, 曾玉婷
Other Authors: Gao, Chu-Wu
Format: Others
Language:zh-TW
Published: 2012
Online Access:http://ndltd.ncl.edu.tw/handle/66792902306344091874
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spelling ndltd-TW-100LTC003040172016-09-11T04:08:29Z http://ndltd.ncl.edu.tw/handle/66792902306344091874 A GARCH-M Model Applied to Stock Markets between United States and BRICs GARCH-M模型應用在美國對金磚四國股票市場之研究 Tseng,Yu-Ting 曾玉婷 碩士 嶺東科技大學 財務金融研究所 100 This research by GARCH-M model consider American Stock market to the BRICs various four countries reward of transfer effect stock market from January 1,2005 to December 31,2011. The real diagnosis result shows American Stock market has a one-way significant impact on China Shanghai, India and Russia Stock market. BRICs Stock market future fluctuation can receive this country preliminary inexpectancy change, this country preliminary reward fluctuation forward influence and variances are unfixed and change by the period. Gao, Chu-Wu 郭祝武 2012 學位論文 ; thesis 41 zh-TW
collection NDLTD
language zh-TW
format Others
sources NDLTD
description 碩士 === 嶺東科技大學 === 財務金融研究所 === 100 === This research by GARCH-M model consider American Stock market to the BRICs various four countries reward of transfer effect stock market from January 1,2005 to December 31,2011. The real diagnosis result shows American Stock market has a one-way significant impact on China Shanghai, India and Russia Stock market. BRICs Stock market future fluctuation can receive this country preliminary inexpectancy change, this country preliminary reward fluctuation forward influence and variances are unfixed and change by the period.
author2 Gao, Chu-Wu
author_facet Gao, Chu-Wu
Tseng,Yu-Ting
曾玉婷
author Tseng,Yu-Ting
曾玉婷
spellingShingle Tseng,Yu-Ting
曾玉婷
A GARCH-M Model Applied to Stock Markets between United States and BRICs
author_sort Tseng,Yu-Ting
title A GARCH-M Model Applied to Stock Markets between United States and BRICs
title_short A GARCH-M Model Applied to Stock Markets between United States and BRICs
title_full A GARCH-M Model Applied to Stock Markets between United States and BRICs
title_fullStr A GARCH-M Model Applied to Stock Markets between United States and BRICs
title_full_unstemmed A GARCH-M Model Applied to Stock Markets between United States and BRICs
title_sort garch-m model applied to stock markets between united states and brics
publishDate 2012
url http://ndltd.ncl.edu.tw/handle/66792902306344091874
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