運用Copula函數研究來臺入境旅客人數與匯率之關聯性－以日本、韓國、馬來西亞及新加坡為例
碩士 === 國立嘉義大學 === 應用經濟學系研究所 === 104 === This article uses the AR (p)-GARCH (1, 1) model which is combined with Gaussian Copula function, the Student-t Copula functions, Gumbel Copula functions, Frank Copula functions, Clayton Copula and GRG Copula functions to investigate the relevance of inbound vi...
| Main Authors: | , |
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| Format: | Others |
| Language: | zh-TW |
| Online Access: | http://ndltd.ncl.edu.tw/handle/e44enc |