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

Bibliographic Details
Main Authors: Lu,ShuPei, 盧書培
Other Authors: 李阿乙 博士
Format: Others
Language:zh-TW
Published: 2011
Online Access:http://ndltd.ncl.edu.tw/handle/46586199577972715617