Asset Correlation in Australia: Empirical Evidence
碩士 === 元智大學 === 財務金融學系 === 98 === In this study, first of all, we will try to use empirical methodology to estimate individual asset correlation. We use all non-financial company data in Australia over the period 2000-2009 to solve the Black-Scholes-Merton (BSM) model and Capital asset pricing model...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2010
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| Online Access: | http://ndltd.ncl.edu.tw/handle/45195810698479859317 |