English  |  正體中文  |  简体中文  |  Items with full text/Total items : 51897/87065 (60%)
Visitors : 8470271      Online Users : 91
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/987654321/6051

    Title: 股票市場之波動性-SV與 GARCH模型之比較
    Other Titles: Stock Market Volatility-SV Model in Comparison with GARCH Model
    Authors: 婁國仁
    Contributors: 淡江大學管理科學研究所
    Keywords: SV模型;GARCH模型;股票市場;波動性Stochastic volatility model;GARCH model;Stock market;Volatility
    Date: 2000
    Issue Date: 2009-03-16 13:18:13 (UTC+8)
    Appears in Collections:[管理科學學系暨研究所] 研究報告

    Files in This Item:

    File Description SizeFormat
    RRPF89050162.pdf147KbAdobe PDF375View/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