Dynamic Range Volatility Models---Covariance Process Forecast, Economic Value, and Application on Futures Hedging
| dc.contributor.author | 劉炳麟 | en_US |
| dc.contributor.author | Ping Lin Liu | en_US |
| dc.contributor.department | 國立交通大學管理科學系(所) | zh_TW |
| dc.date.accessioned | 2014-12-13T10:51:53Z | |
| dc.date.available | 2014-12-13T10:51:53Z | |
| dc.date.issued | 2007 | en_US |
| dc.description.sponsorship | 行政院國家科學委員會 | zh_TW |
| dc.identifier.govdoc | NSC96-2420-H009-006-DR | zh_TW |
| dc.identifier.uri | https://www.grb.gov.tw/search/planDetail?id=1461736&docId=261849 | en_US |
| dc.identifier.uri | https://ir.lib.nycu.edu.tw/handle/11536/102973 | |
| dc.language.iso | zh_TW | en_US |
| dc.title | Dynamic Range Volatility Models---Covariance Process Forecast, Economic Value, and Application on Futures Hedging | zh_TW |
| dc.title | Dynamic Range Volatility Models---Covariance Process Forecast, Economic Value, and Application on Futures Hedging | en_US |
| dc.type | Plan | en_US |
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