GARCH and Fuzzy GARCH Model for Forecasting the Inter-bank Offered Rate
碩士 === 萬能科技大學 === 經營管理研究所 === 97 === Inter-bank interest rates that based on the currency market is one of the indicators of short-term interest rates, so interest rates in the entire economic activities play an important role. This paper is the first time in this study of fuzzy time series with the...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2009
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| Online Access: | http://ndltd.ncl.edu.tw/handle/35602139634716616188 |