Return and Volatility Spillovers Among The Great China Stock Markets
碩士 === 國立嘉義大學 === 企業管理學系 === 101 === This study explores the return and volatility spillovers among the different stock markets in the Greater China area where in China, Hong Kong, and Taiwan, and using generalized autoregressive conditional heteroskedasticity (GARCH), Glosten-Jagannathan-Runkle g...
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| Format: | Others |
| Language: | zh-TW |
| Online Access: | http://ndltd.ncl.edu.tw/handle/42241135928880203439 |