Modelling, Estimation and Application of FIEC-FIGARCH Model:Long-Memory, Interrelationship and Volatility Spillover Effects Among Taiwain, Hong Kong, Japan and Korea Stock Markets.

Modelling, Estimation and Application of FIEC-FIGARCH Model:Long-Memory, Interrelationship and Volatility Spillover Effects Among Taiwain, Hong Kong, Japan and Korea Stock Markets.

碩士 === 國立臺北大學 === 統計學系 === 94 ===

Bibliographic Details
Main Authors:	WANG SHENG MEI, 王笙美
Other Authors:	LIU, SHIANG-HSI
Format:	Others
Language:	zh-TW
Published:	2006
Online Access:	http://ndltd.ncl.edu.tw/handle/52368947113343545797

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