Construction of Multivariate Distributions : GARCH-Copula Application
碩士 === 東吳大學 === 經濟學系 === 105 === In this paper, we construct the dependence structure between stock markets of four countries in Asia, they also be called TICKs. The first step consists of the application of the Autoregressive Moving Average and the Generalize Autoregressive Conditional Heteroscedas...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2016
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| Online Access: | http://ndltd.ncl.edu.tw/handle/u4673t |