Volatility Forecast of Daily Exchange Rate － Empirical Evidences by Quantile Regression
碩士 === 元智大學 === 財務金融學系 === 96 === There is abounding literature pay attention on forecasting the volatility of exchange rate. However, there remains lack a powerful predicting method to forecast. This research provides a new approach, quantile regression, to forecast the volatility of real exchange...
| Main Authors: | , |
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| Format: | Others |
| Language: | en_US |
| Published: |
2008
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| Online Access: | http://ndltd.ncl.edu.tw/handle/12036542583777953653 |