The Applications of Student’s t Distribution in Finance

碩士 === 國立屏東大學 === 財務金融學系碩士班 === 104 === Some problems could be found in the assumption of asset returns which shown in some results of researches. In this study, we test the distribution assumption of three daily asset returns, such as Taiwan stock exchange, London gold price and Brent crude oil pri...

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Bibliographic Details
Main Authors: Cheng, Yi-Ching, 鄭意靜
Other Authors: Lin, Jihn-Yih
Format: Others
Language:zh-TW
Published: 2015
Online Access:http://ndltd.ncl.edu.tw/handle/33688746722104240544