跳躍風險之避險策略
碩士 === 淡江大學 === 財務金融學系 === 92 === Because of the price of financial assets is highly sensitive to the information；even the good or bad news can make the price jump so it is more difficult for the investor to manage the price risk. Although the GARCH model can capture the volatility of price, it is n...
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| Format: | Others |
| Language: | zh-TW |
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2004
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| Online Access: | http://ndltd.ncl.edu.tw/handle/94856256993622481977 |