原油期貨的跳躍行為與跳躍相關性--CBP-GARCH模型之應用

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Please use this identifier to cite or link to this item: https://irlib.pccu.edu.tw/handle/987654321/37806

Title:	原油期貨的跳躍行為與跳躍相關性--CBP-GARCH模型之應用 Jump Behavior and Correlation of Crude Oil--Application of CBP-GARCH Model
Authors:	胡緒寧洪瑞成李命志
Contributors:	財金系
Keywords:	CBP-GARCH模型相關跳躍強度跳躍共變異數 CBP-GARCH model Correlated jump intensities Jump covariance
Date:	2006-07
Issue Date:	2017-08-24 14:27:18 (UTC+8)
Relation:	東海管理評論 8:1 民95.07 頁53-73
Appears in Collections:	[Department of Banking & Finance ] periodical articles

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