The Research Of Interest Forcasting Molel─An Example Of Commercial Paper Market
碩士 === 實踐大學 === 企業管理研究所 === 92 === This research compare the performance among ARIMA and GARCH models of forecasting commercial paper rate in the Taiwan market.The result reveals：When start the forcasting,the performance is the same as past that GARCH model got better on thirty-day commercial paper...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2004
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| Online Access: | http://ndltd.ncl.edu.tw/handle/75229666045251970403 |