The Correlation of Euro Exchange Rate and Gold Price
碩士 === 輔仁大學 === 金融研究所 === 97 === This research is based on the Euro exchange rate, and gold price of the New York closed between Jan. 1999 and the end of Sep. 2008. The methods of the Dynamic Conditional Correlation (DCC), the Exponential Smoothing (ES) and the Rolling Correlation (RC) have been use...
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2009
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| Online Access: | http://ndltd.ncl.edu.tw/handle/56144143638176450691 |