The Influence of Financial Crises on Structural Breaks in the Financials Index and the Electronics Sector Index
博士 === 國立中央大學 === 企業管理學系 === 104 === This research discusses structural breaks caused by financial crises in the return volatility of the financials and the electronics sector indices of Taiwan. This study uses the generalized autoregressive conditional heteroscedasticity model advanced by Glosten,...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2015
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| Online Access: | http://ndltd.ncl.edu.tw/handle/hdh7z9 |