A Study of the Exchange Rate Forecasting Model
碩士 === 淡江大學 === 財務金融學系碩士在職專班 === 92 === The two exchange rate determination models from Monetarists adopted in this study are the flexible-price monetary model and the sticky-price monetary model. In regards to the forecasting methods, OLS、AR1、GARCH and Kalman filter are used for parameterized estim...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2004
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| Online Access: | http://ndltd.ncl.edu.tw/handle/98544423777583747824 |