Fuzzy-Switch TGARCH Model Applied to Stock Market of NASDAQ Index and Taiwan Weighted Index
碩士 === 嶺東技術學院 === 財務金融研究所 === 92 === This paper considers transmissions of volatility in time-varying nonlinear and asymmetric models. Generally, there are many complex factors that can affect transmissions of volatility such as good news and bad news. To account for...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2004
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| Online Access: | http://ndltd.ncl.edu.tw/handle/77580902017662778358 |