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    Please use this identifier to cite or link to this item: https://nccur.lib.nccu.edu.tw/handle/140.119/35102


    Title: 台灣股市超額連動性之研究
    excess comovement in Taiwan stock market
    Authors: 張軒瑋
    Contributors: 郭維裕
    張軒瑋
    Keywords: 連動性
    超額連動性
    Date: 2005
    Issue Date: 2009-09-18 14:10:11 (UTC+8)
    Abstract: 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
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    Jarl Kallberg and Paolo Pasquariello, Dec, 2004. Time-Series and Cross-Sectional Excess Comovement in Stock Indexes
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    Description: 碩士
    國立政治大學
    國際經營與貿易研究所
    93351010
    94
    Source URI: http://thesis.lib.nccu.edu.tw/record/#G0093351010
    Data Type: thesis
    Appears in Collections:[國際經營與貿易學系 ] 學位論文

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