【作者(必填)】Yen-Hsien Lee & Chien-Liang Chiu

【文题(必填)】Arbitrage behaviour in the exchange rates of Taiwan and Japan: applying the smooth transition vector error correction model with GJR-GARCH and spillover volatility

【年份(必填)】2011

【全文链接或数据库名称(选填)】http://www.tandfonline.com/doi/abs/10.1080/00036840902902235


【作者(必填)】Christophe Chorro, Dominique Guégan & Florian Ielpo

【文题(必填)】Option pricing for GARCH-type models with generalized hyperbolic innovations

【年份(必填)】2012

【全文链接或数据库名称(选填)】http://www.tandfonline.com/doi/abs/10.1080/14697688.2010.493180





【作者(必填)】Ender Su & John F. O. Bilson

【文题(必填)】Trading asymmetric trend and volatility by leverage trend GARCH in Taiwan stock index

【年份(必填)】2011

【全文链接或数据库名称(选填)】http://www.tandfonline.com/doi/abs/10.1080/00036841003742561