Please use this identifier to cite or link to this item: http://hdl.handle.net/11455/42946
DC FieldValueLanguage
dc.contributor.advisorBing-Huei Linen_US
dc.contributor.advisor林丙輝zh_TW
dc.contributor.authorB.H.Linen_US
dc.contributor.authorS.K.Yehen_US
dc.contributor.other國立中興大學財務金融學系zh_TW
dc.date2000zh_TW
dc.date.accessioned2014-06-06T08:08:00Z-
dc.date.available2014-06-06T08:08:00Z-
dc.identifier.urihttp://hdl.handle.net/11455/42946-
dc.language.isoen_USzh_TW
dc.publisherAmsterdam:North-Hollanden_US
dc.relation.ispartofJournal of Multinational Financial Management, 10:367-395en_US
dc.subjectGeneralized autoregressive conditional heteroscedasticity (GARCH)en_US
dc.subjectJump-diffusion processen_US
dc.subjectLeptokurtosisen_US
dc.titleOn the Distribution and Conditional Heteroskedasticity in Taiwan Stock Pricesen_US
dc.typeJournal Articlezh_TW
Appears in Collections:財務金融學系所
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