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...

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Bibliographic Details
Main Authors: Chen, Chien-Hung, 陳建宏
Other Authors: Lee, Ming-Chih
Format: Others
Language:zh-TW
Published: 2004
Online Access:http://ndltd.ncl.edu.tw/handle/14917380315502711491