An Analysis with News Shocks on Asymmetries and Leverage Effects of International Tanker Freight Market
碩士 === 國立成功大學 === 交通管理學系碩博士班 === 97 === This research aims to explore whether the asymmetric volatilities and leverage effects under the news shocks exist in VLCC tanker freight market, Suezmax tanker freight market, and Aframax tanker freight market. This research used ARMA-EGARCH model and news im...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2008
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| Online Access: | http://ndltd.ncl.edu.tw/handle/75336763761582153922 |