Modeling and Forecasting Financial Volatilities:The Application of Conditional Autoregressive Range(WCARRX)Model
碩士 === 國立臺北商業技術學院 === 財務金融研究所 === 98 === The main prupose of this study is to apply the Conditional Autoregressive Range model(henceforth CARR)in modeling and forecasting the volatility of the Taiwan Stock Exchange Capitalization Weighted Stock Index(TAIEX). In contrast to the traditional return...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2010
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| Online Access: | http://ndltd.ncl.edu.tw/handle/66462076763190810191 |