Asymmetric risk transfer measurement of Hang Seng or Shanghai stock exchange index reward for Steve Leung Design Group index reward
碩士 === 嶺東科技大學 === 高階主管企管碩士在職專班 === 107 === This study uses the GJR-GARCH model and uses the Quantmod package of R to download the data of Steve Leung Design Group, Hong Kong Hang Seng Index and Shanghai Composite Index to discuss after the listing of Steve Leung Design Group, from July 5, 2018 to Fe...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2019
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| Online Access: | http://ndltd.ncl.edu.tw/handle/cr43p8 |