tailieunhanh - The impact of COVID-19 pandemic on the smooth transition dynamics of broad-based indices volatilities in Taiwan

This study adopts the smooth transition Generalized Autoregressive Conditional Heteroscedastic (GARCH) model to depict the influences of the Novel Coronavirus Disease (COVID-19) on the dynamic structure of the broad-based indices volatility in Taiwan. The empirical results show that the episode of the COVID-19 switches the volatility structure for the most of indices volatilities except two industrial subindices, the building materials and construction index and the trading and consumer goods index. Furthermore, we obtain the transition function for all indices volatilities and catch that their regime adjustment processes start prior to the outbreak of COVID-19 pandemic in Taiwan except two industrial sub-indices, the electronics index and the shipping and transportation index. Additionally, the estimated transition functions show that the broad-based indices volatilities have Ushaped patterns of structure changes except the trading and consumer goods subindices. This study also calculated the corresponding calendar dates of regime change about dynamic volatility pattern. | The impact of COVID-19 pandemic on the smooth transition dynamics of broad-based indices volatilities in Taiwan

• Kinh tế học
• Structure change
• Impact of COVID 19 pandemic
• Smooth transition dynamics
• Broad based indices volatilities
• Broad based indices volatilities in Taiwan
• Climate change
• Sea level rise
• Structure of land
• Tra Vinh province
• Climate change and sea level rise
• Economic integration
• Stock market dependence
• Empirical evidences of CEPA
• Unknown dependence structure changes
• Organizational change
• Changing environments
• Nature of organizational change
• Organizational structure
• Cultures for change
• Method for the analysis of temporal change
• Physical structure in the instrumentation
• Control life cycle
• The I&C system design
• Instrumentation and control
• Report medicine
• traditional medicine
• scientific reports
• molecular Biology
• tumor cells
• Antimicrobial
• Economic structural change
• Regression model
• Granger causality test
• Changes in Bến Tre’s economic structure
• VAR model
• Labor productivity
• Shift in structure of industries
• Measuring growth
• Structural change
• Description of data for analysis
• Tóm tắt luận án Tiến sĩ
• Tóm tắt luận án Tiến sĩ Môi trường
• The structure characteristics
• Ong Trang mangrove islet
• Soil and water environment
• Climate change response
• Context of digital transformation
• Conventional business structure
• Effect of digital technology
• ENFORCE CHANGES IN BUSINESS
• DRIVERS OF CHANGE
• BMC Musculoskeletal Disorders
• X ray
• Knee cartilage
• Meniscal extrusion
• Dwelling adults
• Joint space width
• BMC Plant Biology
• Population genomics
• Hybrid evolution
• Population structure
• Sex chromosomes
• báo cáo khoa học
• báo cáo y học
• công trình nghiên cứu về y học
• tài liệu về y học
• cách trình bày báo cáo
• THE U
• S FOOD
• KINDRED PRODUCTS SECTOR
• thesis
• internship reports
• project course
• graduate thesis
• Crystal structure
• medical analysis
• biochemical studies
• oxidation
• bacteria
• Strategic organisation structure
• Managerial decision making
• Lecture Management
• Human resource management
• Managing organisations
• Managing conflict
• The study of change
• Mass relationships
• Chemical reactions
• Reactions in aqueous solutions
• Quantum theory
• The electronic structure
• Periodic relationships among the elements
• Chemical bonding
• Organizational behavior
• Organization structure
• Organizational culture
• Human resource policies
• Stress management
• Financial markets
• Financial markets and institutions
• The financial system
• Interest rates change
• Financial markets efficient
• Term structure affect interest rates
• High pressure
• Structural dynamics
• Alkali silicate systems
• Tetrahedral network structure
• Coordination number
• Managing organizational change
• Communicating effectively
• Decision making