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    Please use this identifier to cite or link to this item: http://tkuir.lib.tku.edu.tw:8080/dspace/handle/987654321/5094


    Title: 一個新的多元GARCH模型在現貨與期貨市場之國際傳導效果研究:以美國與台灣之股票市場與期貨市場指數為例
    Other Titles: A New Multivariate GARCH Modeling of International Transmission of Future and Spot Returms and Volatility : The Case of the United States and Taiwan Stock Index Market
    Authors: 王凱立
    Contributors: 淡江大學國際貿易學系
    Date: 2000
    Issue Date: 2009-03-16 11:41:13 (UTC+8)
    Appears in Collections:[國際企業學系暨研究所] 研究報告

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