碩士 / 嶺東科技大學 / 財務金融研究所 / 102 / This paper takes the sample of Taiwan stock markets to discuss the United States, the United Kingdom, France, and Germany stock market’s influence on the Taiwan stock market and to consider the reward of transfer effect. Research period was from January 1, 2005 to October 24, 2013, and the selection is the common trading days among the countries with total 2071 date reward material. This paper using a dynamic conditional correlation bivariate GARCH model that simultaneously estimates time-varying correlation .
| Identifer | oai:union.ndltd.org:TW/102LTC00304012 |
| Date | January 2014 |
| Creators | Lai,Yung-Chuan, 賴勇銓 |
| Contributors | Yang,Yung-Lieh, 楊永列 |
| Source Sets | National Digital Library of Theses and Dissertations in Taiwan |
| Language | zh-TW |
| Detected Language | English |
| Type | 學位論文 ; thesis |
| Format | 55 |
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