Improving GARCH-based Volatility Forecasts for Taiwanese Stock Markets with Daily and Intraday Trading Information
碩士 === 淡江大學 === 財務金融學系碩士班 === 102 === Estimating the true volatility of assets returns is a difficult task since financial assets are well known to have stylized characteristics of volatility clustering and heteroskedasticity. Based on the GARCH （generalized autoregressive conditional heteroskedasti...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2014
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| Online Access: | http://ndltd.ncl.edu.tw/handle/27758997173646398709 |