Volatility Co-movements between REITs, RUSSELL2000 and S&P500: An application of the BEKK model
碩士 === 輔仁大學 === 經濟學研究所 === 99
Main Authors: | , |
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Other Authors: | |
Format: | Others |
Language: | zh-TW |
Published: |
2011
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Online Access: | http://ndltd.ncl.edu.tw/handle/46586199577972715617 |