Influence of external factors on the Taiwan Stock Exchange
Year of publication: |
2014
|
---|---|
Authors: | Huang, Chin-wen |
Published in: |
The international journal of business and finance research : IJBFR. - Hilo, Hawaii : IBFR, ISSN 1931-0269, ZDB-ID 2536566-6. - Vol. 8.2014, 4, p. 109-120
|
Subject: | Foreign Portfolio Investment | GARCH | EVT | Copula | Taiwan | Portfolio-Investition | Foreign portfolio investment | Multivariate Verteilung | Multivariate distribution | ARCH-Modell | ARCH model | Börsenkurs | Share price | Portfolio-Management | Portfolio selection | Börse | Bourse |
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