頁籤選單縮合
題名 | Examining Multiple Volatility and Co-movement States as Well as Beta Coefficients of International Stock Markets |
---|---|
作者姓名(外文) | Li, Leon Ming-yuan; Lin, William Hisou-wei; | 書刊名 | 中山管理評論 |
卷期 | 13(特刊) 民94 |
頁次 | 頁41-71 |
分類號 | 563.54 |
關鍵詞 | Multi-β international capital asset pricing model; Equity return volatility; Correlation in international equity returns; Abnormal returns; Makov-switching model; |
語文 | 英文(English) |