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| 題 名 | 油價波動率對加拿大股票市場報酬之衝擊:雙門檻-GARCH模型之應用=An Impact of Oil Price Volatility Rates on the Canada Stock Market Returns: An Application of Double Threshold-GARCH Model |
|---|---|
| 作 者 | 洪萬吉; 蔡如嵐; | 書刊名 | 景文學報 |
| 卷 期 | 18:1 2007.12[民96.12] |
| 頁 次 | 頁127-140 |
| 分類號 | 563.653 |
| 關鍵詞 | 不對稱效果; 股票市場報酬; 雙變數門檻-GARCH; GARCH; GJR-GARCH; Asymmetric effect; Stock market returns; Double variable's threshold-GARCH; |
| 語 文 | 中文(Chinese) |