The empirical studies : the day-of-the-week effect on foreign exchange market - application of autoregressive conditional heterocedasticity model
碩士 === 國立臺灣大學 === 國際企業學系 === 86 === THESIS ABSTRACT In this paper, we examine the daily behavior of exchange rate with ARCH model which was developed by Engle in 1982 and GARCH model which was developed by Bollerslev in 1986. We use daily...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
1998
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| Online Access: | http://ndltd.ncl.edu.tw/handle/16022894713199509475 |