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頁籤選單縮合
題名 | 原油價格與原油產業指數之動態關係:厚尾跳躍模型之應用=The Dynamic Relationships between Oil Prices and Oil Industry Equity Indices: An Application of Jump Model with Fat Tail Distribution |
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作者 | 鄒易凭; 白東岳; Tzou, Yi-pin; Pai, Tung-yueh; |
期刊 | 臺灣金融財務季刊 |
出版日期 | 20090900 |
卷期 | 10:3 2009.09[民98.09] |
頁次 | 頁87-111 |
分類號 | 562.1 |
語文 | chi |
關鍵詞 | 原油現貨; 原油產業指數; 厚尾分配; 跳躍; 波動; Crude oil; Oil industries equity indices; Fat tail distribution; Jump; Volatility; |