Forecasting Volatility by HAR-CJ Models and MIDAS-CJ Models
碩士 === 國立交通大學 === 財務金融研究所 === 96 ===
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| Language: | zh-TW |
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2008
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| Online Access: | http://ndltd.ncl.edu.tw/handle/88107529180966913802 |
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ndltd-TW-096NCTU5304027 |
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ndltd-TW-096NCTU53040272015-10-13T13:51:50Z http://ndltd.ncl.edu.tw/handle/88107529180966913802 Forecasting Volatility by HAR-CJ Models and MIDAS-CJ Models HAR-CJ與MIDAS-CJ模型預測波動度之研究 王士顯 碩士 國立交通大學 財務金融研究所 96 鍾惠民 周幼珍 2008 學位論文 ; thesis 31 zh-TW |
| collection |
NDLTD |
| language |
zh-TW |
| format |
Others
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| sources |
NDLTD |
| description |
碩士 === 國立交通大學 === 財務金融研究所 === 96 ===
|
| author2 |
鍾惠民 |
| author_facet |
鍾惠民 王士顯 |
| author |
王士顯 |
| spellingShingle |
王士顯 Forecasting Volatility by HAR-CJ Models and MIDAS-CJ Models |
| author_sort |
王士顯 |
| title |
Forecasting Volatility by HAR-CJ Models and MIDAS-CJ Models |
| title_short |
Forecasting Volatility by HAR-CJ Models and MIDAS-CJ Models |
| title_full |
Forecasting Volatility by HAR-CJ Models and MIDAS-CJ Models |
| title_fullStr |
Forecasting Volatility by HAR-CJ Models and MIDAS-CJ Models |
| title_full_unstemmed |
Forecasting Volatility by HAR-CJ Models and MIDAS-CJ Models |
| title_sort |
forecasting volatility by har-cj models and midas-cj models |
| publishDate |
2008 |
| url |
http://ndltd.ncl.edu.tw/handle/88107529180966913802 |
| work_keys_str_mv |
AT wángshìxiǎn forecastingvolatilitybyharcjmodelsandmidascjmodels AT wángshìxiǎn harcjyǔmidascjmóxíngyùcèbōdòngdùzhīyánjiū |
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