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    淡江大學機構典藏 > 技術學院 > 財務系 > 期刊論文 >  Item 987654321/28089
    Please use this identifier to cite or link to this item: http://tkuir.lib.tku.edu.tw:8080/dspace/handle/987654321/28089


    Title: 不同波動性模型預測能力之比較:臺灣與香港認購權證市場實證
    Other Titles: Volatility Forecast in Taiwan and Hong Kong Derivative Warrant Markets
    Authors: 李進生;鍾惠民;陳煒朋
    Contributors: 淡江大學財務系
    Keywords: 波動性預測;隱含波動性;認購權證市場;交易量;Implied volatility;GARCH;Covered warrants;Trading volume
    Date: 2000-01
    Issue Date: 2013-04-17 11:20:19 (UTC+8)
    Publisher: 臺北市:中華民國證券暨期貨市場發展基金會
    Relation: 證券市場發展季刊=Review of Securities & Futures Markets 11(4),頁 57-89
    Appears in Collections:[財務系] 期刊論文

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