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    Please use this identifier to cite or link to this item: https://tkuir.lib.tku.edu.tw/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:[Graduate Institute & Department of International Business] Research Paper

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