Short-Term Interest Forecasting
碩士 === 淡江大學 === 財務金融學系碩士在職專班 === 92 === This research is majority adopted time series econometric model as a forecasting approach. We try to find a reasonable and efficient model for predicting Taiwan’s short-term interest rate. Through the research process, we compare with GARCH, Markov Switching a...
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/14917380315502711491 |