Volatility Modelling and Forecasting: Evidence from Taiwan Futures Market
碩士 === 國立臺北商業技術學院 === 財務金融研究所 === 95 === Return volatility is not only the most important determinants in deciding asset prices, but also reflects the market expectations about asset’s future risks. The objective of this paper is to provide a comparison of the relative in-sample and out-of-sample ab...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2007
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| Online Access: | http://ndltd.ncl.edu.tw/handle/82613444388306043298 |