Analysis on the Relationship between U.S. Real Estate Prices - Using Copula Model
碩士 === 國立嘉義大學 === 應用經濟學系研究所 === 105 === This thesis uses an AR(p)-GARCH(1, 1) model and several Copula functions include Frank Copula function, Clayton Copula function, Gumbel Copula function and Normal Copula function to study the relationship between real estate prices in California (CA), Florida...
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| Format: | Others |
| Language: | zh-TW |
| Online Access: | http://ndltd.ncl.edu.tw/handle/2tt3m8 |