The Impact of Innovation Assumptions on Volatility Forecasting During the Financial Tsunami
博士 === 國立雲林科技大學 === 財務金融系 === 105 === The research used five GARCH models and six residual distribution functions to study the volatility forecasts of Taiwan, Shanghai, and Hong Kong stock price indexes during the financial crisis. The effects of error distribution function and trading volume on the...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2017
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| Online Access: | http://ndltd.ncl.edu.tw/handle/a8q65u |