Prediction and Analysis of Foreign Exchange Markets

博士 === 國立暨南國際大學 === 國際企業學系 === 98 === This dissertation investigates two issues in the international financial market. One is the forecasting of exchange rate movement, the other is the analysis of volatility exchange rate. To forecast the exchange rate movement, adopting dimension reduction to ext...

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Bibliographic Details
Main Authors: Chen-Yu Li, 李振宇
Other Authors: Yu-Pin Hu
Format: Others
Language:zh-TW
Published: 2009
Online Access:http://ndltd.ncl.edu.tw/handle/40375540270488491621