A Study of Interest Rate Forecasting Model Using Time-series Models
碩士 === 長庚大學 === 企業管理研究所 === 94 === This study employs uni-variable time-series models to forecast the trends of Fed Funds Rate (FFR.) The data covers FFR monthly data from January 1991 to December 2005. Two models, ARIMA and GARCH, are used to analyze the data respectively. In order to compare the...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2006
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| Online Access: | http://ndltd.ncl.edu.tw/handle/72429283412533933840 |