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...
| Main Authors: | , |
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2012
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| Online Access: | http://ndltd.ncl.edu.tw/handle/66792902306344091874 |