不對稱馬可夫狀態轉換GARCH模型在台指選擇權評價的應用

Translated title of the contribution: Markov Regime-Switching Asymmetric GARCH model and Evaluation of TXO
  • 陳律延

Research output: Types of Thesis › Master's thesis

Translated title of the contributionMarkov Regime-Switching Asymmetric GARCH model and Evaluation of TXO
Original languageChinese (Traditional)
Supervisors/Advisors
  • Shyu, Yih-Wen, Supervisor
StatePublished - 2008
Externally publishedYes

Access to Document

Cite this