Bayesian Threshold VAR-DCC Models with Financial Applications

碩士 === 國立交通大學 === 財務金融研究所 === 94 ===

Bibliographic Details
Main Author: 陳志揚
Other Authors: 李昭勝
Format: Others
Language:en_US
Published: 2006
Online Access:http://ndltd.ncl.edu.tw/handle/75991754245622507236