Multiple Structural Change in Volatility of China Stock Markets
碩士 === 正修科技大學 === 財務金融研究所 === 101 === In this paper, we apply Bai and Perron (1988, 2003) ordinary least squares model to test structural change in return and volatility in China stock markets which including A Stock Index、B Stock Index and Synthesis Index of Shanghai and Shenzhen markets, we also u...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2013
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| Online Access: | http://ndltd.ncl.edu.tw/handle/85017366393535515889 |