Study on the Nonlinear Dynamic Causal Relationship between NDF of RMB and CNH
碩士 === 淡江大學 === 財務金融學系碩士在職專班 === 103 === This study begins by using Enders and Granger (1998) threshold autoregressive model (TAR) and the momentum-threshold autoregressive model(M-TAR), then further using Enders and Granger (1998) and Enders and Siklos(2001) threshold error-correction model(TECM)...
| Main Authors: | , |
|---|---|
| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2015
|
| Online Access: | http://ndltd.ncl.edu.tw/handle/81004779992395662884 |