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    Please use this identifier to cite or link to this item: http://tkuir.lib.tku.edu.tw:8080/dspace/handle/987654321/72569


    Title: The Dynamic Relationship between Gold and Silver Futures Markets Based on Copula-AR-GJR-GARCH Model
    Authors: 李沃牆;Lee, Wo-chiang;Lin, Hui-na
    Contributors: 淡江大學財務金融學系
    Keywords: GARCH;Copula function;Spillover effect;Contagion effect;Kendall’s tau
    Date: 2010-10
    Issue Date: 2011-10-24 10:33:58 (UTC+8)
    Publisher: EuroJournals Publishing
    Relation: Middle Eastern of Finance and Economics 7, pp.118-129
    Appears in Collections:[財務金融學系暨研究所] 期刊論文

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