Volatility Forecasting Performance of Remuneration of Stock Market Using GARCH and CARR Models - Evidence from Fubon Financial Holding Company
碩士 === 國立虎尾科技大學 === 財務金融研究所 === 103 === The current study aimed to compare the degree of accuracy that CARR and GARCH models had on volatility forecasting performance of stock returns of Fubon Financial. The sample period covered from January 3rd , 2011 to March 13th, 2015. Unit root test and ARCH m...
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2015
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| Online Access: | http://ndltd.ncl.edu.tw/handle/vc94gx |