The Application of EACD-GARCH Models of Fitting Exchange Rate Volatility Model
碩士 === 銘傳大學 === 財務金融學系碩士班 === 100 === An investigation of the relationship between transaction duration and return has been a significant issue in the financial markets recently. The aim of this study is to examine whether the duration is autocorrelated in the foreign exchange market and to find t...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2012
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| Online Access: | http://ndltd.ncl.edu.tw/handle/94964032089435903824 |