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- 2018-11-12 发布于湖北
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台北地区不动产价格波动跟不对称性探讨
111
JOURNAL OF HOUSING STUDIES, VOLUME 17 NO. 2, DECEMBER 2008
An Analysis of the Asymmetric Volatility of Real Estate Price
in the Taipei Area
***
I-Chun Tsai*, Ming-Chi Chen**
摘 要
(leverage effect) T-GARCH
關鍵詞 ：不動產價格 、波動性 、抗跌性 、不對稱性 、T-GARCH
ABSTRACT
Although several articles have documented that there are heteroskedastic autocorrelations in
the volatility of
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