An Economic Evaluation of Stock-Bond Return Comovements with Copula-based GARCH Models
碩士 === 元智大學 === 財務金融學系 === 98 === A procedure is discussing the comovements between the stock and bond returns. Owing to the importance in asset allocation strategies, the comovements between the stock and bond markets have become an increasingly popular issue in financial economics. Moreover, the c...
| Main Authors: | , |
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| Format: | Others |
| Language: | en_US |
| Published: |
2010
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| Online Access: | http://ndltd.ncl.edu.tw/handle/87572555222486666522 |