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    Title: 臺灣股票市場之結構變動與GARCH檢定之探討
    Authors: 張柏彥
    Zhang, Bo Yan
    Contributors: 毛維凌
    Mao, Wei Ling
    張柏彥
    Zhang, Bo Yan
    Keywords: 商業
    經濟
    台灣股票市場
    結構變動
    GARCH檢定
    BUSINESS
    ECONOMICS
    Date: 1995
    Issue Date: 2016-04-29 09:57:10 (UTC+8)
    Abstract: 本論文運用CUSUM、CUSUMSQ與虛擬變數探討台灣股票市場的結構性改變,與各種GARCH模型對台灣股票市場報酬加以解釋。實證結果如下:
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    Description: 碩士
    國立政治大學
    經濟學系
    Source URI: http://thesis.lib.nccu.edu.tw/record/#B2002003030
    Data Type: thesis
    Appears in Collections:[經濟學系] 學位論文

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