Study on the Forecasting Models for theExchange Rate of Taiwan : An Intergrated Approach for ARIMA-GARCH-M and Neural Network Model

碩士 === 佛光人文社會學院 === 經濟學研究所 === 92 === The purpose of this paper is to utilize special form of econometric model as an exchange rate forecaster. Using the daily exchange rate between US dollar and Taiwanese NT dollar as our primarity variables in the research. The sample period extends from January 3...

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Bibliographic Details
Main Authors: Hui-Ping Lin, 林惠萍
Other Authors: Hsiang-Hsi Liu
Format: Others
Language:zh-TW
Published: 2004
Online Access:http://ndltd.ncl.edu.tw/handle/07268327692628268965