Analysis of Dependence Structure Between The United States and Asia Stock Index Returns－Using Copula Models and Risk Probability Plot Method
碩士 === 亞洲大學 === 財務金融學系碩士班 === 100 === In this study, using Copula models to fit dependence structure between two indices, including Taiwan Weighted Stock Index, S&P 500 index, NASDAQ index, Shanghai Composite Index, Nikkei 225 Index and Korea Composite Index. Then using Lehman’s announcement o...
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2012
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| Online Access: | http://ndltd.ncl.edu.tw/handle/46663498562323574440 |