An Empirical Study of the Day-of-the-week Effect on Taiwan's U.S. Dollars Foreign Exchange Market
碩士 === 國立雲林科技大學 === 財務金融系碩士班 === 91 === In the traditional econometric and time series models, it is generally assumed the variance of residuals are constant. Thus, the above assumption is used as the basis research and the making of inferences. But, in fact, many time series data of financial asset...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2003
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| Online Access: | http://ndltd.ncl.edu.tw/handle/40099316382921307580 |