國立中興大學企業管理學系 Department of Business Administration , National Chung Hsing University

2010

(TSSCI)

Conditional heteroscedasticity and dual time-varying betas from bull and bear months of the three-factor model

Review of Securities and Futures Markets

Chen, Chia-Pin, Ying-Sing Liu and Jack J. Y. Yang

2010-01-00