國際股票市場波動性與共整合之探討

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DC Field	Value	Language
dc.contributor.author	蘇慶富	en_US
dc.contributor.author	Su Ching Fu	en_US
dc.contributor.author	周幼珍	en_US
dc.date.accessioned	2014-12-12T02:08:42Z	-
dc.date.available	2014-12-12T02:08:42Z	-
dc.date.issued	2003	en_US
dc.identifier.uri	http://140.113.39.130/cdrfb3/record/nctu/#GT009126515	en_US
dc.identifier.uri	http://hdl.handle.net/11536/55512	-
dc.description.abstract	本論文是探討國際股票市場的波動性與相關性。波動性方面，利用對稱與不對稱GARCH族模型、波動模型中殘差項不同假設以及ARCH-In-Mean現象之與否來選取最佳之預測波動模型。相關性方面，利用共整合分析確認是否有共整合之現象存在，並探討其存在時之共整合模型及其相關性。綜合以上所述並搭配市場交易策略作正確的投資。	zh_TW
dc.language.iso	zh_TW	en_US
dc.subject	共整合	zh_TW
dc.subject	波動性	zh_TW
dc.subject	Cointegration	en_US
dc.subject	Volatility	en_US
dc.title	國際股票市場波動性與共整合之探討	zh_TW
dc.title	A Study on Volatility and Cointegration of International Stock Market	en_US
dc.type	Thesis	en_US
dc.contributor.department	統計學研究所	zh_TW
Appears in Collections:	Thesis

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