Please use this identifier to cite or link to this item: http://hdl.handle.net/11455/53548
標題: 不對稱架構之短期利率模型的實證比較
An Empirical Comparision of Models of the Short-Term Interest Rate with a Asymmetric Framework
作者: 葉仕國
關鍵字: 應用研究;GARCH;管理科學;一般化條件異質變異數;利率模型;短期利率;均數復歸;Interest model;Short interest rate;Mean reversion
URI: http://hdl.handle.net/11455/53548
其他識別: NSC90-2416-H327-006
Appears in Collections:財務金融學系所

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