Security Risk Premium Analysis from Short-Run Skewness Distributions and Long-Term Business Cycles
碩士 === 國立高雄第一科技大學 === 財務管理研究所 === 100 === The security risk premium in financial market is always our main topic for discussion. Our paper, distinguish the volatility into short-run and long-run component to analysis the security risk premium pattern. Furthermore, we use the GARCH model to analysis...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2012
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| Online Access: | http://ndltd.ncl.edu.tw/handle/33369239730109953822 |