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    Please use this identifier to cite or link to this item: https://ir.cnu.edu.tw/handle/310902800/23222


    標題: An asymmetric and DCC Analysis of two Stock Markets Veturns' Volatility:An Evidence Study on the Hong Kong and Japan's Stock Markets
    作者: Wann-Jyi Horng
    Ming-Chi Huang
    貢獻者: 通識教育中心
    關鍵字: stock market returns
    student's t distribution
    asymmetrical effect
    GJR-GARCH model
    dynamic conditional correlation
    bivariate asymmetric-GARCH model
    日期: 2009-06
    上傳時間: 2010-11-15 15:59:34 (UTC+8)
    關聯: China-USA Business Review 8(6)：p.1-14
    Appears in Collections:[通識教育中心] 期刊論文

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