An Empirical Study of the Relationship and Portfolio Value at Risk in Stock market of Association of Southeast Asian's five Nations and across Taiwan Strait

碩士 === 國立高雄應用科技大學 === 金融資訊研究所 === 101 === The main of this study is observed the trend correlation between the five countries of ASEAN and the two sides of the Taiwan Strait stock market, as well as the countries of the region between the changes in portfolio risk situations. Vector Autoregressio...

Full description

Bibliographic Details
Main Authors: LIN, I-HSIEN, 林易賢
Other Authors: Yen-Shin Cheng
Format: Others
Language:zh-TW
Published: 2013
Online Access:http://ndltd.ncl.edu.tw/handle/88974061496297982693