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    Please use this identifier to cite or link to this item: http://tkuir.lib.tku.edu.tw:8080/dspace/handle/987654321/23705

    Title: 厚尾GARCH模型之波動性預測能力比較
    Other Titles: Comparison of the Volatility-Predicting Ability between Heavy-Tailed GARCH Models
    Authors: 李命志;洪瑞成;劉洪鈞
    Contributors: 淡江大學財務金融學系
    Keywords: 厚尾;波動性預測;GARCH;Price bundling;Associative characteristics;Interactive characteristics;Product bundling
    Date: 2007-05
    Issue Date: 2013-04-11 14:04:59 (UTC+8)
    Publisher: 臺北縣:輔仁大學管理學院
    Relation: 輔仁管理評論=Fu Jen Management Review 14(2),頁47-71
    Appears in Collections:[財務金融學系暨研究所] 期刊論文

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