The correlation between crude oil stock ,future and related industry
碩士 === 淡江大學 === 財務金融學系碩士在職專班 === 95 === This paper adopts heavy tail distribution to discuss the volatility of crude oil stock、future and crude oil related industry stock price index. Further, I adopt Bai and Perron (1998) model, divided structure transition, using the crude oil stock as a benchmar...
| 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/40401190998124650151 |