Modelling, Estimation and Application of FIEC-FIGARCH Model:Long-Memory, Interrelationship and Volatility Spillover Effects Among Taiwain, Hong Kong, Japan and Korea Stock Markets.
碩士 === 國立臺北大學 === 統計學系 === 94 ===
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2006
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| Online Access: | http://ndltd.ncl.edu.tw/handle/52368947113343545797 |