中國大陸股票市場

中國大陸股票市場效率性之再探討 / by: (Language materials, printed)

中國大陸A股與香港H股股價的傳遞效果 = = Prices Transmission between A-Shares in China and H-Shares in Hong Kong : Multivariate GARCH-DCC Model Analysis : 多變量GARCH-DCC模型的應用 / by: (Language materials, printed)

中國大陸股票市場是整合或是區隔?結構改變共整合模型的應用 = = Are Chinese Stock Markets Integrated or Segmented?Evidence from Cointegration with Structural Change / by: (Language materials, printed)

金融自由化對股票市場整合程度有影響嗎? = = Does financial liberalization influence the stock market integration? : Evidence from Chinese stock market : 中國大陸的實證 / by: (Language materials, printed)

中國 A 股與香港 H 股是整合或是區隔？結構改變共整合模型的應用 = = Are Chinese A-shares and Hong Kong H-shares Integrated or Segmented? An Application of Cointegration with Structural Change / by: (Language materials, printed)

追蹤平滑轉換迴歸模型

香港股票市場

股票市場整合程度

Granger因果關係

市場分割

共整合

結構改變共整合模型

中國大陸股票市場

外溢效果

雙變量GARCH-DCC模型

市場區隔