A study on the Mean Reversion Behavior for Foreign Exchange Rate
碩士 === 國立高雄第一科技大學 === 財務管理所 === 91 === This paper uses Variance Ratio model to investigate if the USD/NTD exchange rate and the NTD/JAPENESE YEN exchange rate have the Mean Reversion Behavior. According To this to forecast the move of NTD exchange rate. The period is from 1989.4.3 Taiwan stop the ce...
| Main Authors: | , |
|---|---|
| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2003
|
| Online Access: | http://ndltd.ncl.edu.tw/handle/67247403326756223457 |