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    Please use this identifier to cite or link to this item: http://tkuir.lib.tku.edu.tw:8080/dspace/handle/987654321/72416

    Title: 美國存託憑證與其標的股票之波動性--跳躍與門檻自我迴歸模型之應用
    Other Titles: The Dynamic Relationships between ADR and the Underlying Stocks: The Application in ARJI and TAR Model
    Authors: 蘇欣玫;鄒易凭;鄭婉秀
    Contributors: 淡江大學通識與核心課程中心
    Keywords: ARJI模型;偏態t分配;門檻自我迴歸模型;跳躍頻率;美國存託憑證;ARJI model;Skewed t distribution;TAR model;Jump intensity;ADR
    Date: 2007-05
    Issue Date: 2013-04-11 14:02:39 (UTC+8)
    Publisher: 臺北縣:輔仁大學管理學院
    Relation: 輔仁管理評論=Fu Jen Management Review 14(2),頁27-46
    Appears in Collections:[通識與核心課程中心] 期刊論文

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