| dc.contributor.advisor | 郭維裕 | zh_TW |
| dc.contributor.author (Authors) | 張軒瑋 | zh_TW |
| dc.creator (作者) | 張軒瑋 | zh_TW |
| dc.date (日期) | 2005 | en_US |
| dc.date.accessioned | 18-Sep-2009 14:10:11 (UTC+8) | - |
| dc.date.available | 18-Sep-2009 14:10:11 (UTC+8) | - |
| dc.date.issued (上傳時間) | 18-Sep-2009 14:10:11 (UTC+8) | - |
| dc.identifier (Other Identifiers) | G0093351010 | en_US |
| dc.identifier.uri (URI) | https://nccur.lib.nccu.edu.tw/handle/140.119/35102 | - |
| dc.description (描述) | 碩士 | zh_TW |
| dc.description (描述) | 國立政治大學 | zh_TW |
| dc.description (描述) | 國際經營與貿易研究所 | zh_TW |
| dc.description (描述) | 93351010 | zh_TW |
| dc.description (描述) | 94 | zh_TW |
| dc.description.abstract (摘要) | 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 | zh_TW |
| dc.description.tableofcontents | 1. Introduction 2. Methodology 3. Data 4. Empirical analysis5. ConclusionTableFigureReference | zh_TW |
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| dc.format.mimetype | application/pdf | - |
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| dc.format.mimetype | application/pdf | - |
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| dc.format.mimetype | application/pdf | - |
| dc.format.mimetype | application/pdf | - |
| dc.language.iso | en_US | - |
| dc.source.uri (資料來源) | http://thesis.lib.nccu.edu.tw/record/#G0093351010 | en_US |
| dc.subject (關鍵詞) | 連動性 | zh_TW |
| dc.subject (關鍵詞) | 超額連動性 | zh_TW |
| dc.title (題名) | 台灣股市超額連動性之研究 | zh_TW |
| dc.title (題名) | excess comovement in Taiwan stock market | en_US |
| dc.type (資料類型) | thesis | en |
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