The Optimal Forecasting Modeling in the VIX Index of TXO- asymmetric GARCH and CARR in the application of different data types
碩士 === 銘傳大學 === 財務金融學系碩士在職專班 === 100 === This study attempts to explore the optimal forecasting modeling in the VIX index of TXO.This article is distinguished between different data types and the models, GARCH model and CARR model(Chou, 2005), and then adopt the the the asymmetric TGARCH, TCARR mode...
| 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/00526820648036320007 |