Economic Variables and the Predictability of Stock Volatility in Taiwan
碩士 === 國立政治大學 === 金融研究所 === 103 === Aggregate stock volatility is changing anytime. The main topic of this thesis tests whether it is possible to improve the stock market volatility forecasts by adding the macroeconomics variables into the linear model. The paper uses the linear predictable model to...
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| Format: | Others |
| Language: | zh-TW |
| Online Access: | http://ndltd.ncl.edu.tw/handle/75317132076612030031 |