JER, 第 10 卷Hanyang Economic Research Institute in collaboration with Hanyang University College of Business and Economics, 2005 |
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第 1 到 3 筆結果,共 31 筆
第 67 頁
... variance of ALn ( GNP ) a a1 Bo Coefficient 0.00016 Standard Errors 0.00177 0.59041 0.49041 0.00021 0.00039 T - Stat 0.09039 1.2039 0.1328 variance from the GARCH ( 1.1 ) model is very different from that of the ARCH ( 1 ) model . The ...
... variance of ALn ( GNP ) a a1 Bo Coefficient 0.00016 Standard Errors 0.00177 0.59041 0.49041 0.00021 0.00039 T - Stat 0.09039 1.2039 0.1328 variance from the GARCH ( 1.1 ) model is very different from that of the ARCH ( 1 ) model . The ...
第 221 頁
... variance of o2 , and correlation coefficient of p . • A3 : Řd and Ãd are independent of ƒ . Al is a standard assumption for exchange rates . Al implies that the mean and variance of exp ( σ } ) and exp ( 2μƒ + o } ) [ exp ( o } ) − 1 ...
... variance of o2 , and correlation coefficient of p . • A3 : Řd and Ãd are independent of ƒ . Al is a standard assumption for exchange rates . Al implies that the mean and variance of exp ( σ } ) and exp ( 2μƒ + o } ) [ exp ( o } ) − 1 ...
第 222 頁
... variance currency composition of debt implies that the equity variance is minimized when the amount of foreign debts is the same with the expected amount of foreign assets . If so , the do- mestic currency composition of equity becomes ...
... variance currency composition of debt implies that the equity variance is minimized when the amount of foreign debts is the same with the expected amount of foreign assets . If so , the do- mestic currency composition of equity becomes ...
內容
Namwon Hyung | 49 |
Changyong Rhee Optimal Travel Path | 129 |
Bent E Sorensen Nobuhiro Mori Takao Iida Makoto Okamura On | 175 |
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