The Return and Volatility Interrelation between Taiwen Stock and Futures Markets: An Asymmetric Bivariate GARCH Approach

The Return and Volatility Interrelation between Taiwen Stock and Futures Markets: An Asymmetric Bivariate GARCH Approach

碩士 === 輔仁大學 === 經濟學研究所 === 87 ===

Bibliographic Details
Main Authors:	Yi-Jen Hwang, 黃裕堅
Other Authors:	李阿乙
Format:	Others
Language:	zh-TW
Published:	1999
Online Access:	http://ndltd.ncl.edu.tw/handle/98818896054180151684

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