JER, 第 9 卷Hanyang Economic Research Institute in collaboration with Hanyang University College of Business and Economics, 2004 |
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第 1 到 3 筆結果,共 32 筆
第 257 頁
... indicate a significant at the 10 % , 5 % and 1 % levels , respectively . The numbers in the parentheses are the P ... indicates that the specifications of conditional volatility used in this paper reduce the intertemporal dependence in ...
... indicate a significant at the 10 % , 5 % and 1 % levels , respectively . The numbers in the parentheses are the P ... indicates that the specifications of conditional volatility used in this paper reduce the intertemporal dependence in ...
第 258 頁
... indicates that the model seems to capture the correct impact of news on volatility ( Panel D of Ta- ble 3 ) . Overall ... indicate a significant at the 10 % . 5 % and 1 % levels , respectively . 4.2 Results for the MVAR - EGARCH Model ...
... indicates that the model seems to capture the correct impact of news on volatility ( Panel D of Ta- ble 3 ) . Overall ... indicate a significant at the 10 % . 5 % and 1 % levels , respectively . 4.2 Results for the MVAR - EGARCH Model ...
第 259 頁
... indicate the logarithms of markets indices can be considered as I ( 1 ) be- cause the logarithms of indices are non - stationary but the returns ( the first difference of the logs ) are stationary.10 Therefore , the series are I ( 1 ) ...
... indicate the logarithms of markets indices can be considered as I ( 1 ) be- cause the logarithms of indices are non - stationary but the returns ( the first difference of the logs ) are stationary.10 Therefore , the series are I ( 1 ) ...
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