A time-series analysis on the stock markets of Vietnam, Taiwan and the US.
碩士 === 國立政治大學 === 國際經營管理英語碩士學位學程(IMBA) === 107 === This thesis investigates the interdependence relationship between the Vietnam stock market and other advanced equity markets, including Taiwan and US during the period from 2000 to 2019. An ARIMA-GARCH model is used to capture the volatility transmi...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2019
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| Online Access: | http://ndltd.ncl.edu.tw/handle/arheq4 |