Volatility models for high frequency data in Taiwan stock market after considering trading volume
碩士 === 國立交通大學 === 經營管理研究所 === 89 === The purpose of this research is to study the volatility model of high frequency stock index in Taiwan, especially with consideration of trading volume. We found that the GARCH model with trading volume had better explanation for high frequency data in Taiwan stoc...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2001
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| Online Access: | http://ndltd.ncl.edu.tw/handle/54994497267920090642 |