Rational and Sentimental Components in Long-term Stock Volatility
碩士 === 國立中央大學 === 財務金融研究所 === 99 === How to precisely forecast the uncertainty of asset return is one of the most important issues in finance. This thesis aims to construct a new innovative volatility model by reconciling both the macroeconomic fundamentals and investor sentimental variables from bo...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2011
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| Online Access: | http://ndltd.ncl.edu.tw/handle/69342824475401938386 |