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Relation Analysis of Taiwan and Japan Stock Markets with the Factors of U.S. and U.K. Stock Markets

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Figure

Table 1. Study data statistics RJAPAN
Table 3. The results of Co-integration test (VAR lag=7)
Table 5. Asymmetric test of the DCC and the bivariate-IGARCH(1, 2) Joint test 1.1530
Table 6. The results of Parameter estimation for the proposed model

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