Mixture Coupla Model with Contagion Probability Applying on Empirical Study of the Financial Crisis
博士 === 中華大學 === 科技管理博士學位學程 === 102 === This thesis is focusing the stock index of the following U.S., U.K, France and German, also Japan, Taiwan, Hong Kong, Korea and Singapore from the period from Jan. 1, 2005 to Oct. 18, 2013. In this period, some severe financial events occurred like subprime mor...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2014
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| Online Access: | http://ndltd.ncl.edu.tw/handle/22928628546326847843 |