亞洲風暴中股匯市間波動性波及效果之網狀GARCH研究

Other Title

A nesting GARCH Approach in Examining Volatility Spillovers
between Stock and Foreign Exchange Markets in Asian Crisis

Date Issued

1999

Date

1999

Author(s)

蘇永成

DOI

882416H002014

URI

Publisher

臺北市：國立臺灣大學財務金融學系暨研究所

Type

report

File(s)

Name

882416H002014.pdf

Size

105.52 KB

Format

Adobe PDF

Checksum

(MD5):cb7381b2086b605633438ca52d9467e6