期刊论文详细信息
| Asian Economic and Financial Review | |
| A Comparative Study of the Taiwan and Japan Equity and Foreign Exchange Markets: Modeling, Estimation and Application of the Component Garch-in-Mean Model | |
| Robin K Chou1 Hsiang-Hsi Liu1 | |
| 关键词: ARCH; Component GARCH-in-mean model (GARCH-M); Risk premium; Foreign currency exposure; Equity market; Transitory and permanent volatilities.; | |
| DOI : 10.18488/journal.aefr/2016.6.5/102.5.277.297 | |
| 学科分类：社会科学、人文和艺术（综合） | |
| 来源: Asian Economic and Social Society | |
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