An Analysis of the Milkfish Wholesale Price in Taiwan - An Application of GARCH model

碩士 === 國立海洋大學 === 應用經濟研究所 === 91 === This study applies generalized autoregressive conditional heteroskedasticity(GARCH) model to analyze milkfish wholesale prices in Taiwan. The model was to test the assmuption that the conditional variances of the underlying stochastic processes are non- constant....

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Bibliographic Details
Main Authors: Chi-Hsian Liao, 廖啟翔
Other Authors: David-S. Liao
Format: Others
Language:zh-TW
Published: 2003
Online Access:http://ndltd.ncl.edu.tw/handle/26930652073612714809