by Wong Hiu Ming. / Thesis (M.Phil.)--Chinese University of Hong Kong, 1999. / Includes bibliographical references (leaves 74-79). / Abstracts in English and Chinese. / ACKNOWLEDGMENTS --- p.iii / LIST OF TABLES --- p.iv / LIST OF ILLUSTRATIONS --- p.v / CHAPTER / Chapter ONE --- INTRODUCTION --- p.1 / Chapter TWO --- THE LITERATURE REVIEW --- p.5 / ARCH/GARCH Models / Nonparametric Method / Chapter THREE --- METHODOLOGY --- p.14 / ARCH Modeling / Semiparametric GARCH Modeling / Causality Test / Local Polynomial Model / Chapter FOUR --- DATA AND EMPIRICAL RESULTS --- p.37 / Data / GARCH Modeling / Semiparametric GARCH Modeling / Causality Test / Local Polynomial Model / Chapter FIVE --- CONCLUSION --- p.52 / TABLES --- p.56 / ILLUSTRATIONS --- p.62 / APPENDIX --- p.71 / BIBLIOGRAPHY --- p.74
| Identifer | oai:union.ndltd.org:cuhk.edu.hk/oai:cuhk-dr:cuhk_322809 |
| Date | January 1999 |
| Contributors | Wong, Hiu Ming., Chinese University of Hong Kong Graduate School. Division of Economics. |
| Source Sets | The Chinese University of Hong Kong |
| Language | English, Chinese |
| Detected Language | English |
| Type | Text, bibliography |
| Format | print, v, 79 leaves : ill. ; 30 cm. |
| Coverage | China, Hong Kong, China, Hong Kong, China, Hong Kong, China, Hong Kong |
| Rights | Use of this resource is governed by the terms and conditions of the Creative Commons “Attribution-NonCommercial-NoDerivatives 4.0 International” License (http://creativecommons.org/licenses/by-nc-nd/4.0/) |
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