The Realized Volatility Forecasting in TAIEX with Genetic Programming

碩士 === 輔仁大學 === 資訊管理學系 === 95 === The fluctuation of commodities is the major effect of causing risk in financial market. Therefore, mastering the fluctuation of investitive commodities will make better understanding of controlling the risk of investment. Unlike traditional model of volatility for...

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Bibliographic Details
Main Authors: Pei-San Wu, 吳佩珊
Other Authors: Wen-Shiu Lin
Format: Others
Language:zh-TW
Published: 2007
Online Access:http://ndltd.ncl.edu.tw/handle/24365413432258708032