Modelling and Forecasting Stock Returns:Does Neural Network Model Perform Better than GARCH Model?
碩士 === 國立中興大學 === 應用經濟學系所 === 105 === Statistical methods have often been used in literature to predict stock price return, but the past statistical methods have their own limitations such as it might assume the data is a linear relation and residual is a white noise. As stock price return contains...
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2017
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| Online Access: | http://ndltd.ncl.edu.tw/handle/19697457146078993471 |