Joint Dynamics in Gold, Stock and Bond Markets
碩士 === 元智大學 === 商學碩士班(財務金融學程) === 102 === Gold is widely perceived as a good diversification or safe haven tool for general financial markets. To fully understand the potential, this paper proposes a range-based volatility model with skewed-t copula to investigate the joint distribution and dynamics...
| Main Authors: | , |
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| Format: | Others |
| Language: | en_US |
| Online Access: | http://ndltd.ncl.edu.tw/handle/36655471415248245447 |