Revisiting the Risk-Return Trade-off and Volatility Forecast─Evidence from Taiwan Stock Market
碩士 === 臺灣大學 === 經濟學研究所 === 98 === This paper applies the MIDAS framework developed in Ghysels et al. (2004) to analyze the Taiwan Stock Exchange (TAIEX) data. The research project is divided into two main parts: First, daily returns and estimates of realized volatility calculated from high frequenc...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2010
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| Online Access: | http://ndltd.ncl.edu.tw/handle/97108667140355441772 |