Volatility Forecasting of USD/NTD Exchange Rate and Its Relationship with Forward Exchange Rate: Effects of Forecasting Performance and Trading Volume
碩士 === 國立臺灣海洋大學 === 應用經濟研究所 === 94 === Abstract The purpose of this study is to establish the relationships between the spot and forward exchange rate and to forecast the volatility of both USD/NTD exchange rates. This study applies the following six single variate models, such as stochastic vola...
| Main Authors: | , |
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2006
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| Online Access: | http://ndltd.ncl.edu.tw/handle/65789549836510718269 |