Translated title of the contribution | Markov Regime-Switching Asymmetric GARCH model and Evaluation of TXO |
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Original language | Chinese (Traditional) |
Supervisors/Advisors |
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State | Published - 2008 |
Externally published | Yes |
不對稱馬可夫狀態轉換GARCH模型在台指選擇權評價的應用
陳律延
Research output: Types of Thesis › Master's thesis