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pro vyhledávání: '"謝俊魁"'
Autor:
Chun-Kuei Hsieh, 謝俊魁
97
This doctoral dissertation comprises two essays regarding the effect of institutional trading on return dynamics in the Taiwan stock markets. Essay I focuses on the effect of institutional trading on return autocorrelation while Essay II focu
This doctoral dissertation comprises two essays regarding the effect of institutional trading on return dynamics in the Taiwan stock markets. Essay I focuses on the effect of institutional trading on return autocorrelation while Essay II focu
Externí odkaz:
http://ndltd.ncl.edu.tw/handle/13933659047629245026
Autor:
Chun-Kuei Hsieh, 謝俊魁
87
The strong persistence in the volatility of a variety of financial time series is well-known. To determine whether this persistence can be characterized as ''long memory'''' is obviously important in both financial and econometric modelling.
The strong persistence in the volatility of a variety of financial time series is well-known. To determine whether this persistence can be characterized as ''long memory'''' is obviously important in both financial and econometric modelling.
Externí odkaz:
http://ndltd.ncl.edu.tw/handle/42805539273877605678
Publikováno v:
Taipei Economic Inquiry; Jan2015, Vol. 51 Issue 1, p135-169, 35p
