搜尋:volatility

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Achieving a Higher Accuracy fo...

Valur-at-Risk Historical simulation Volatility Garman-Klass estimator 國家圖書館 20090400 期刊論文 Lin, Chu.....more

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Southern Politics? Regional Tr...

volatility 國家圖書館 20020600 期刊論文 李佩珊(Lee, Pei-shan) 徐永明(Hsu, Yung-ming) Southern Politics? Regional.....more

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A Study of Newly Published Con...

on the Volatility of the Spot Market 臺灣期刊論文索引系統 來源期刊:企業管理學報 卷期:51 民90.12 頁次:頁1-25 A01030176 .....more

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資金成本與資產價格波動

資金成本價差 資產價格波動性 Differential cost of funds Volatility of asset prices 國家圖書館 20011200 期刊論文 林鳴琴(Lin.....more

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Recovering Implied Risk-neutra...

Implied volatility Kurtosis Risk-neutral density Skewness 風險中立密度分配函數 國家圖書館 20010800 期刊論文 薛博今(Shiue.....more

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On the Discrimination of Compe...

波動不對稱性 干擾項分配 序列獨立 Asymmetric volatility GARCH Innovation distribution Serial independence 國家圖書館.....more

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On Conditional Moments of Garc...

rule Volatility 國家圖書館 20031000 期刊論文 Wong,Chi-ming So,Mike K. P. On Conditional Moments of Garch.....more

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Valuation of Spark-Spread Opti...

Reversion and Stochastic Volatility 臺灣期刊論文索引系統 來源期刊:International Journal of Electronic Business.....more

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Forecasting the One-period-ahe...

 Wang, Yi-hsien Forecasting the One-period-ahead Volatility of the International Stock Indices: GARCH.....more

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An Artificial Grey-GARCH Model...

of Return Volatility in NASDAQ Index 臺灣期刊論文索引系統 來源期刊:Journal of Grey System 卷期:7:1 民93.06 頁次:頁28-37.....more

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認購權證發行券商避險策略之研究

認購權證 避險策略 波動性 Covered-warrant Hedge ratio Volatility 國家圖書館 19990400 期刊論文 劉德明(Liu, Derming) 劉岳玲(Liu.....more

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Current Perspectives on Long M...

變異性 報酬率的絕對值 長記憶 趨勢 結構變動 Volatility Absolute returns Long memory Trends Structural breaks 國家圖書館.....more

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Autoregressive Models with Pie...

with Piecewise Constant Volatility and Regression Parameters 臺灣期刊論文索引系統 來源期刊:Statistica Sinica 卷期:15:2 民94.....more

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Levy-Driven and Fractionally I...

Continuous-time ARMA process Levy process Stochastic volatility Long memory Fractional integration.....more

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A Powerful Test for Conditiona...

volatility 國家圖書館 20050400 期刊論文 Rodriguez,Julio Ruiz,Esther A Powerful Test for Conditional.....more

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