A DCC Analysis of International Stock Market: The Role of Emerging Asia and Pacific in the Global Market
碩士 === 國立交通大學 === 經營管理研究所 === 102 === As Asian market is gaining power in the global stage, our research paper examines the co-movements of Asian equity markets against other MSCI regional equity markets from 1997/1/1 to 2013/8/28. We apply a DCC-GARCH model to the MSCI regional weekly indices. We c...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2014
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| Online Access: | http://ndltd.ncl.edu.tw/handle/e5w62x |