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題 名 | The Weekday Effects on the Returns and Volatility in the Affiliated APEC Stock Markets: Evidence from the AR-EGARCH Mode |
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作 者 | Chuang,Chung-chu; Huang,Wang-zhu; | 書刊名 | Tamsui Oxford Journal of Management Sciences |
卷 期 | 18:1 2002.06[民91.06] |
頁 次 | 頁41-60 |
分類號 | 562 |
關鍵詞 | Weekday effect; Cross-market spillovers effect; Volatility asymmetry; Univariate AR-EGARCH; Multivariate VAR-EGARCH; |
語 文 | 英文(English) |