The optimal investment policy of TEO－the application of tree-base Model and volatility Model
碩士 === 大葉大學 === 事業經營研究所 === 95 === This study aims to understand to what extent the historical volatility rate and the GRACH volatility rate can predict the real volatility rate, and take TEO as research criteria. The result indicates in the TEO, no matter how many days there are in a single period,...
| Main Authors: | , |
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2007
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| Online Access: | http://ndltd.ncl.edu.tw/handle/31781966966305640996 |