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頁籤選單縮合
| 題 名 | An Impact of the Canada and the U.K. Return Volatility on the Hong Kong and the Singapore Stock Market Returns: A DCC and Bivariate AIGARCH Model=加拿大與英國股票市場報酬波動對香港與新加坡股票市場報酬之影響:DCC與雙變量AIGARCH模型之應用 |
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| 作 者 | 許正諺; 洪萬吉; 許鎦響; | 書刊名 | 數據分析 |
| 卷 期 | 8:1 2013.02[民102.02] |
| 頁 次 | 頁55-68 |
| 分類號 | 563.54 |
| 關鍵詞 | 動態條件相關; 雙變量AIGARCH模型; 股票市場報酬; 不對稱效果; Dynamic conditional correlation; Bivariate AIGARCH model; Stock market returns; Asymmetric effect; |
| 語 文 | 英文(English) |