Using Copula Models to Investigate the Structure of Dependence in International Stock Markets

碩士 === 國立臺灣科技大學 === 資訊管理系 === 92 === Along with the globalization and the liberalized trade development in vogue, as well as the speedy development of Internet, information science and technology, significant information between the international financial market can be rapidly transmitted to world...

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Bibliographic Details
Main Authors: Sheng-Hung Lin, 林勝宏
Other Authors: Shang-Wu Yu
Format: Others
Language:zh-TW
Published: 2004
Online Access:http://ndltd.ncl.edu.tw/handle/24027015597551152757