Financial Assets Volatility Forecasting ─ The Restricted Least Squares Model Estimation
碩士 === 淡江大學 === 財務金融學系碩士在職專班 === 94 === Volatility forecasting in financial assets is important to traders, investors and risk managers. In theory，the return volatility of financial assets are random，normal distribution and variance is fixed. In fact，the returns is leptokurtosis，and variance changes...
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| Format: | Others |
| Language: | zh-TW |
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2004
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| Online Access: | http://ndltd.ncl.edu.tw/handle/64605023156941121210 |