The Asymmetric Relationship among USDX, Oil Price and Gold Price in Volatility
碩士 === 正修科技大學 === 金融管理研究所 === 105 === This study aims to study the asymmetry between USDX and oil and gold price fluctuating from the theoretical and empirical perspectives. This paper constructs the asymmetric GARCH model, in addition to analyzing the impact of past shocks in volatility. And furthe...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2017
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| Online Access: | http://ndltd.ncl.edu.tw/handle/r7hu7u |