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....
Main Authors: | , |
---|---|
Other Authors: | |
Format: | Others |
Language: | zh-TW |
Published: |
2003
|
Online Access: | http://ndltd.ncl.edu.tw/handle/26930652073612714809 |