Applying the GWMA Method in Forecasting the Stock and Index Volatility
碩士 === 國立中興大學 === 統計學研究所 === 106 === The application of Exponentially Weighted Moving Average (EWMA) is said to have more accurate model predictions which minimizing the variations in the chronological order. More and more papers reveal that the Generally Weighted Moving Average (GWMA) is more sensi...
| Main Authors: | , |
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2018
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| Online Access: | http://ndltd.ncl.edu.tw/handle/ya4628 |