The Forecasting Volatility of Financial Goods
碩士 === 淡江大學 === 財務金融學系碩士班 === 94 === We apply Ederington and Guan (2005), to examine the forecasting ability of sixth time-series volatility models, including historical variance, EWMA, GARCH(1,1)-N, GARCH(1,1)-G, and restricted least squares (RLS) and GEN. We seek to determine why one model or grou...
| 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/92523595642238660842 |