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    Please use this identifier to cite or link to this item: http://ir.nknu.edu.tw/ir/handle/987654321/14327


    Title: Price and volatility dynamics between stock index and index futures – an EGARCH-DCC analysis on Taiwan markets
    Authors: 李昭蓉
    Jau-Rong Lee;S. Y. Yang;S. C. Doong;C. Y. Huang
    Contributors: 人力與知識管理研究所
    Date: 2006-12
    Issue Date: 2011-03-15 16:17:12 (UTC+8)
    Relation: Journal of the Chinese Statistical Association 【 EconLit, JEL 】 / vol.44
    Appears in Collections:[人力與知識管理研究所] 期刊論文
    [事經系] 李昭蓉

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