Value at Risk and Volatility Comovement with Long Memory Models
博士 === 國立政治大學 === 經濟研究所 === 97 === The finance commodity exchange's multiplicity holds the very heavy component in the detachable money market aspect, after the financial liberalization. It also enables the investor to have many chances and commodities of investment. The investor purchases the...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2008
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| Online Access: | http://ndltd.ncl.edu.tw/handle/59379699170276523755 |