Using Copula Models to Investigate the Structure of Dependence in Foreign Exchange Market
碩士 === 國立中正大學 === 財務金融所 === 95 === This paper focusing on the structure of dependence among the foreign exchange markets is divided into two major topics. On one hand, we investigate the structure of dependence among Taiwan and the main import and export countries of Taiwan. On the other hand, we re...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2007
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| Online Access: | http://ndltd.ncl.edu.tw/handle/79605955543116833892 |