The Volatility and Spillover Effects for The Correlation Analysis: The Study of Steel, Coal and Natural Gas Exchange-Traded Funds
碩士 === 中原大學 === 企業管理研究所 === 102 === In the past, most of the studies were to evaluate food with,oil and stock indexes, few explored the ETF volatility and contagion effect on steel, coal and natural gas. The study began with volatility transmission point of view, it used the multivariate GARCH model...
Main Authors: | , |
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Other Authors: | |
Format: | Others |
Language: | zh-TW |
Published: |
2014
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Online Access: | http://ndltd.ncl.edu.tw/handle/679b6k |