A study on the behavior of volatility of USD/NTD exchange rate in Taipei foreign exchange market:application in EGARCH model

碩士 === 國立雲林科技大學 === 財務金融系碩士班 === 92 === The exchange rate is always the most important economic variance in the open economic system, as Taiwan is an island economic unit, that only external trade is the way of survivorship. Today facing the freedom and internationalization of global economy, and th...

Full description

Bibliographic Details
Main Authors: Chia-jen Chan, 詹家仁
Other Authors: Jien-wei Yang
Format: Others
Language:zh-TW
Online Access:http://ndltd.ncl.edu.tw/handle/31148997685881253001