Time varying VAR model -- Degree of market efficiency between Taiwan and International stock market

碩士 === 國立政治大學 === 經濟學系 === 103

Bibliographic Details
Main Author: 游書豪
Other Authors: 徐士勛
Format: Others
Language:zh-TW
Online Access:http://ndltd.ncl.edu.tw/handle/73465884640076188561
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spelling ndltd-TW-103NCCU53890112017-08-20T04:07:03Z http://ndltd.ncl.edu.tw/handle/73465884640076188561 Time varying VAR model -- Degree of market efficiency between Taiwan and International stock market 以隨時間改變向量自我回歸模型分析--台灣與國際股市間的市場效率程度 游書豪 碩士 國立政治大學 經濟學系 103 徐士勛 學位論文 ; thesis 47 zh-TW
collection NDLTD
language zh-TW
format Others
sources NDLTD
description 碩士 === 國立政治大學 === 經濟學系 === 103
author2 徐士勛
author_facet 徐士勛
游書豪
author 游書豪
spellingShingle 游書豪
Time varying VAR model -- Degree of market efficiency between Taiwan and International stock market
author_sort 游書豪
title Time varying VAR model -- Degree of market efficiency between Taiwan and International stock market
title_short Time varying VAR model -- Degree of market efficiency between Taiwan and International stock market
title_full Time varying VAR model -- Degree of market efficiency between Taiwan and International stock market
title_fullStr Time varying VAR model -- Degree of market efficiency between Taiwan and International stock market
title_full_unstemmed Time varying VAR model -- Degree of market efficiency between Taiwan and International stock market
title_sort time varying var model -- degree of market efficiency between taiwan and international stock market
url http://ndltd.ncl.edu.tw/handle/73465884640076188561
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