Three Essays Related to the Application of the Nonlinear Causality Tests in the Financial Markets
博士 === 淡江大學 === 財務金融學系博士班 === 101 === The past twenty years have witnessed increasing nonlinear econometric methods used in the empirical study of financial markets. Despite financial theory commonly does not provide enough reason to support the use of the nonlinear models yet, the nonlinear tools s...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2013
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| Online Access: | http://ndltd.ncl.edu.tw/handle/23453359922543898297 |