Volatility Factor Analysis of Foreign Currency and World Stock Markets
碩士 === 國立暨南國際大學 === 國際企業學系 === 94 === This thesis tends to identify the volatility factor of foreign currency and world stock markets. We also testify whether factor volatility models by dimension reduction are well performing than traditional volatility models. Two currency futures traded in CME an...
| Main Authors: | , |
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| Format: | Others |
| Language: | en_US |
| Published: |
2006
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| Online Access: | http://ndltd.ncl.edu.tw/handle/93981710866129073213 |