News Arrival And Jump Dynamics With CBP-GARCH- In Case Of Gold and Oil
碩士 === 實踐大學 === 財務金融與保險研究所 === 100 === Although gold and crude oil are widely recognized as the two primary elements of the large commodity markets, it is clear that the prices of these two commodities are not completely driven by the most basic market considerations of supply and demand. Indeed, a...
| Main Authors: | , |
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| Format: | Others |
| Language: | en_US |
| Published: |
2012
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| Online Access: | http://ndltd.ncl.edu.tw/handle/10654641712762256726 |