An Estimating and Forecasting Investigation of US Dollar to NT Dollar Spot Exchange Rate and Forward Exchange Rate
碩士 === 嶺東技術學院 === 國際企業研究所 === 93 === In this research we apply GARCH and EGARCH model to estimate and forecast US Dollar to NT Dollar spot exchange rate and forward exchange rate from January 1, 2000 to March 31, 2003, and the data types include daily returns every day a time and monthly returns eve...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2005
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| Online Access: | http://ndltd.ncl.edu.tw/handle/69646250621394540703 |