Verifying the Existence of Fractional Cointegration in Asset Return among Stock, Bond and Futures Markets in Asia Pacific Region

碩士 === 銘傳管理學院 === 管理科學研究所 === 84 ===

Bibliographic Details
Main Authors: Chou, Shu-wei, 周樹偉
Other Authors: Lin, Chin-tsai
Format: Others
Language:zh-TW
Published: 1996
Online Access:http://ndltd.ncl.edu.tw/handle/86110548848616153809