A Study on the Risk of Portfolio: The Relationship among Red Wine, Crude Oil, Gold and Stock
碩士 === 國立臺灣大學 === 經濟學研究所 === 104 === This paper use unit root test,Granger causality test ,vector autoregression model(VAR) to discuss the relationship and the interactive imact among Liv-ex 50,US dollar index, Volitility Index, Dow Jones Industrial Average , West Texas Interm ediate and New York Go...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2016
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| Online Access: | http://ndltd.ncl.edu.tw/handle/7gbu36 |