English  |  正體中文  |  简体中文  |  Items with full text/Total items : 49633/84879 (58%)
Visitors : 7694267      Online Users : 55
RC Version 7.0 © Powered By DSPACE, MIT. Enhanced by NTU Library & TKU Library IR team.
Scope Tips:
  • please add "double quotation mark" for query phrases to get precise results
  • please goto advance search for comprehansive author search
  • Adv. Search
    HomeLoginUploadHelpAboutAdminister Goto mobile version
    Please use this identifier to cite or link to this item: http://tkuir.lib.tku.edu.tw:8080/dspace/handle/987654321/5099


    Title: 一個新的參數化GARCH模型在財務金融市場上的應用: GJR-M-SGT模型
    Other Titles: A More General Parametric GARCH Modeling with an Application to Financial Time Series :GJR-M -SGT Model
    Authors: 王凱立
    Contributors: 淡江大學國際貿易學系
    Keywords: GARCH模型;偏態;峰態;厚尾;期貨市場;股票市場;GARCH model;Skewness;Kurtosis;Fat tail;Futures market;Stock market
    Date: 2001
    Issue Date: 2009-03-16 11:40:57 (UTC+8)
    Appears in Collections:[國際企業學系暨研究所] 研究報告

    Files in This Item:

    File Description SizeFormat
    902415H032010.pdf693KbAdobe PDF449View/Open

    All items in 機構典藏 are protected by copyright, with all rights reserved.


    DSpace Software Copyright © 2002-2004  MIT &  Hewlett-Packard  /   Enhanced by   NTU Library & TKU Library IR teams. Copyright ©   - Feedback