Using Mixed Copula to investigate the structure of dependence in NTD、JPY、SGD、AUD

碩士 === 淡江大學 === 財務金融學系碩士班 === 96 === The Dependence among the Financial Markets has been widespread studied and the focus of economical analysis was on the degree of dependence;but not the structure of dependence,another significant point of view but neglected generally。 This research targets the C...

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Bibliographic Details
Main Authors: Wen-Jeng Wang, 王文正
Other Authors: 黃文光
Format: Others
Language:zh-TW
Published: 2008
Online Access:http://ndltd.ncl.edu.tw/handle/59612223737539066892