Contagion effects between real estate and macroeconomic factors across Great China Area based on Copula-ARMAX-EGARCH model
碩士 === 淡江大學 === 財務金融學系碩士班 === 99 === The purpose of this paper fits dynamics distribution housing indices returns estimates the severity of contagion effect across Great China Area real estate markets based on Copula-ARMAX-EGARCH. Although the model is rare in literatures, it provides a better f...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2011
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| Online Access: | http://ndltd.ncl.edu.tw/handle/11673680362010626203 |