頁籤選單縮合
題名 | 成交量與匯率波動率對股票市場報酬之衝擊:以南韓股票市場報酬為例=An Impact of Turnover Volume and Exchange Rate Volatility Rate on the Stock Market Returns: Case by South Korea's Stock Market Returns |
---|---|
作者 | 黃明棋; Huang, Ming-chi; |
期刊 | 東亞論壇 |
出版日期 | 20071200 |
卷期 | 458 2007.12[民96.12] |
頁次 | 頁67-84 |
分類號 | 563.632 |
語文 | chi |
關鍵詞 | 股票市場報酬; 成交量; 匯率; 雙門檻-IGARCH; GJR-GARCH; Stock market returns; Turnover volume; Exchange rate; Double threshold-IGARCH; |