The Interrelationship among the Price Indexes of Taiwanese, Korean and Japanese TFT-LCD Panel Industries: The Application of Trivariate FIEC-FIGARCH Model
碩士 === 國立臺北大學 === 合作經濟學系 === 95 === Most literature proves that the long-memory model can simulate the volatility of financial data well. Therefore, this study formulates a FIEC-FIGARCH Model by incorporating a FIGARCH Model into a Fractionally Cointegrated Error Correction Model (FICEM), to analyze...
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2007
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| Online Access: | http://ndltd.ncl.edu.tw/handle/69209238044395726440 |