The Application of EACD-GARCH Models of Fitting Volatility
碩士 === 銘傳大學 === 財務金融學系碩士班 === 96 === Financial asset volatility is a critical factor for asset evaluation, hedging strategies and risk control. Moreover, as the skill of data processing develops very fast and computers enhance their storage ability, ultra-high-frequency data can be stored up. The fa...
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2008
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| Online Access: | http://ndltd.ncl.edu.tw/handle/gcmf8q |