Please use this identifier to cite or link to this item: http://hdl.handle.net/11455/42946
標題: On the Distribution and Conditional Heteroskedasticity in Taiwan Stock Prices
作者: B.H.Lin
S.K.Yeh
關鍵字: Generalized autoregressive conditional heteroscedasticity (GARCH)
Jump-diffusion process
Leptokurtosis
出版社: Amsterdam:North-Holland
URI: http://hdl.handle.net/11455/42946
Appears in Collections:財務金融學系所

文件中的檔案:

取得全文請前往華藝線上圖書館



Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.