Fuzzy-GARCH Model for Forecasting the Grape King Stock Price

碩士 === 萬能科技大學 === 經營管理研究所 === 99 === In this study, the advantages of the fuzzy time series and GARCH are combined to construct the Fuzzy-GARCH forecasting model. We use the Grape King stock price as empirical data to compare the forecast ability for models Fuzzy time series, GARCH and Fuzzy-GARCH....

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Bibliographic Details
Main Authors: Yu-Wei Chang, 張育偉
Other Authors: Yan-Kuen Wu
Format: Others
Language:zh-TW
Published: 2011
Online Access:http://ndltd.ncl.edu.tw/handle/48146012971681746533