簡易檢索 / 詳目顯示
| 研究生： |
張軒瑋 |
|---|---|
| 論文名稱： |
台灣股市超額連動性之研究 excess comovement in Taiwan stock market |
| 指導教授： | 郭維裕 |
| 學位類別： |
碩士
Master |
| 系所名稱： |
商學院 - 國際經營與貿易學系 Department of International Business |
| 論文出版年： | 2006 |
| 畢業學年度： | 94 |
| 語文別： | 中文 |
| 論文頁數： | 42 |
| 中文關鍵詞： | 連動性 、超額連動性 |
| 相關次數： | 點閱：164 下載：51 |
| 分享至: |
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本論文研究台灣股市的超額連動性.超額連動性乃資產報酬間非能用市場因子所解釋的部份.本論文建立一個衡量超額連動性的指標,並以該指標對台灣股市及其歷史事件,可能成因做出研究
1. Introduction
2. Methodology
3. Data
4. Empirical analysis
5. Conclusion
Table
Figure
Reference
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