標題: Dynamic Range Volatility Models---Covariance Process Forecast, Economic Value, and Application on Futures Hedging
Dynamic Range Volatility Models---Covariance Process Forecast, Economic Value, and Application on Futures Hedging
作者: 劉炳麟
Ping Lin Liu
國立交通大學管理科學系(所)
公開日期: 2007
官方說明文件#: NSC96-2420-H009-006-DR
URI: http://hdl.handle.net/11536/102973
https://www.grb.gov.tw/search/planDetail?id=1461736&docId=261849
Appears in Collections:Research Plans