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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 | 期刊: | Journal of Multinational Financial Management, 10:367-395 | URI: | http://hdl.handle.net/11455/42946 |
Appears in Collections: | 財務金融學系所 |
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