The Spillover and Leverage Effects Analysis— An Empirical Study of Cryptocurrency and Currency Index
碩士 === 中原大學 === 企業管理研究所 === 105 === The Generalized Autoregressive Conditional Heteroskedasticity-in-Mean-Autoregressive Moving Average (GARCH-M-ARMA) and the Exponentially Generalized Autoregressive Conditional Heteroskedasticity–in-Mean-Autoregressive Moving Average (EGARCH-M- ARMA) models are emp...
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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/kacr4f |