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題名 | 南韓與日本股價市場報酬波動之關聯性分析:雙變量Student's t分配與GARCH模型之應用=Associated Analysis of South-Korea and Japan Stock Market Returns Volatility: An Application of Bivariate Student's t Distribution And GARCH Model |
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作者 | 洪萬吉; Horng,Wann-jyi; |
期刊 | Asian Journal of Management and Humanity Sciences |
出版日期 | 20080000 |
卷期 | 3:1-4 2008[民97] |
頁次 | 頁46-58 |
分類號 | 563.54 |
語文 | chi |
關鍵詞 | 股票市場報酬; 南韓綜合股價指數; 東京日經225股價指數; 雙變量GARCH模型; Student's t 分配; 不對稱檢定; Stock market returns; Tokyo NK-225 index; South-Korea stock index; Bivariate GARCH model; Student's t distribution; Asymmetric test; |