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研究生:張軒瑋
論文名稱:台灣股市超額連動性之研究
論文名稱(外文):excess comovement in Taiwan stock market
指導教授:郭維裕郭維裕引用關係
學位類別:碩士
校院名稱:國立政治大學
系所名稱:國際貿易研究所
學門:商業及管理學門
學類:貿易學類
論文種類:學術論文
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
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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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