The Research on Forecast Models of Volatility
碩士 === 國立政治大學 === 金融研究所 === 86 === Volatility forecast is extremely important factor in portfolio choice, hedging strategies, asset management, asset pricing and option pricing. Identifying a good forecast model of volatility is absolutely necessary, especially for the highly volatile Taiwan stock...
| Main Authors: | , |
|---|---|
| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
1998
|
| Online Access: | http://ndltd.ncl.edu.tw/handle/30365308055435465306 |