Investigate on the Taiwan stock Market Volatility

碩士 === 國立東華大學 === 管理學院高階經營管理碩士在職專班 === 101 === This paper aims to achieve the R software volatility of individual stocks in Taiwan 50 Discussion and research, the use of empirical data rugarch package of outputs to ugarchspec GARCH model specification function definition to explain the appropriatene...

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Bibliographic Details
Main Authors: Chien-Kuo Kao, 高建國
Other Authors: Torng-Her Lee
Format: Others
Published: 2013
Online Access:http://ndltd.ncl.edu.tw/handle/b49d3g