The Range-based Volatility Model for the Baltic Dry Index
碩士 === 國立臺灣海洋大學 === 航運管理學系 === 98 === This research take Baltic Dry Index (BDI) as the analysis object, whether the range-based model is optimal or not with the forecasting performance, and compares with returns-based GARCH model and the EGARCH model, the sample period is 1999/11/1~2010/2/28, has in...
| 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/73999903081716523216 |