The joint prediction of multivariate ARCH model and the return of stocks

The joint prediction of multivariate ARCH model and the return of stocks

碩士 === 國立中興大學 === 統計學研究所 === 83 ===

Bibliographic Details
Main Authors: Sun, Chang Min, 孫長敏
Other Authors: Wu, Hsang Hwa
Format: Others
Language:zh-TW
Published: 1995
Online Access:http://ndltd.ncl.edu.tw/handle/24838214966401021080
id ndltd-TW-083NCHU1337007
record_format oai_dc
spelling ndltd-TW-083NCHU13370072015-10-13T12:53:31Z http://ndltd.ncl.edu.tw/handle/24838214966401021080 The joint prediction of multivariate ARCH model and the return of stocks 多元ARCH模型與股票報酬率之聯合預測 Sun, Chang Min 孫長敏 碩士 國立中興大學 統計學研究所 83 Wu, Hsang Hwa 吳祥華 1995 學位論文 ; thesis 0 zh-TW
collection NDLTD
language zh-TW
format Others
sources NDLTD
description 碩士 === 國立中興大學 === 統計學研究所 === 83 ===
author2 Wu, Hsang Hwa
author_facet Wu, Hsang Hwa
Sun, Chang Min
孫長敏
author Sun, Chang Min
孫長敏
spellingShingle Sun, Chang Min
孫長敏
The joint prediction of multivariate ARCH model and the return of stocks
author_sort Sun, Chang Min
title The joint prediction of multivariate ARCH model and the return of stocks
title_short The joint prediction of multivariate ARCH model and the return of stocks
title_full The joint prediction of multivariate ARCH model and the return of stocks
title_fullStr The joint prediction of multivariate ARCH model and the return of stocks
title_full_unstemmed The joint prediction of multivariate ARCH model and the return of stocks
title_sort joint prediction of multivariate arch model and the return of stocks
publishDate 1995
url http://ndltd.ncl.edu.tw/handle/24838214966401021080
work_keys_str_mv AT sunchangmin thejointpredictionofmultivariatearchmodelandthereturnofstocks
AT sūnzhǎngmǐn thejointpredictionofmultivariatearchmodelandthereturnofstocks
AT sunchangmin duōyuánarchmóxíngyǔgǔpiàobàochóulǜzhīliánhéyùcè
AT sūnzhǎngmǐn duōyuánarchmóxíngyǔgǔpiàobàochóulǜzhīliánhéyùcè
AT sunchangmin jointpredictionofmultivariatearchmodelandthereturnofstocks
AT sūnzhǎngmǐn jointpredictionofmultivariatearchmodelandthereturnofstocks
_version_ 1716867863891935232

Similar Items