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碩士 === 銘傳大學 === 財務金融學系碩士班 === 92 === ARCH/GARCH family models have become popular in forecasting volatilities since the 1980’s. Brandt & Jones (2002) provide a simple yet highly effective framework for forecasting the volatility of asset returns by combining multifactor EGARCH models with data o...
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2004
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| Online Access: | http://ndltd.ncl.edu.tw/handle/bgr236 |