Using Multivariate Stochastic Volatility Model to Investigate the Dynamic Linkage between American Depository Receipts and Underlying Stocks

碩士 === 國立彰化師範大學 === 企業管理學系 === 94 ===

Bibliographic Details
Main Authors: Huajan Chang, 張華然
Other Authors: 林哲鵬
Format: Others
Language:zh-TW
Published: 2006
Online Access:http://ndltd.ncl.edu.tw/handle/76474331342660824994