Smooth transition application for the relationship between volatility index and each index of its underlying asset and related asset.
碩士 === 淡江大學 === 財務金融學系碩士班 === 95 === The purpose of this research is to test smooth transition for the relationship between volatility and each of its underlying asset and related assets. At the beginning, we use ARDL bounding tests to test the long run and short run relationship between volatility...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2007
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| Online Access: | http://ndltd.ncl.edu.tw/handle/x5q297 |