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    Please use this identifier to cite or link to this item: http://tkuir.lib.tku.edu.tw:8080/dspace/handle/987654321/6051


    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

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