The Application of EACD-FIGARCH Models of Fitting Volatility Model
碩士 === 銘傳大學 === 財務金融學系碩士班 === 97 === Financial asset volatility is a critical factor for asset evaluation, hedging strategies and risk control. With the development of the skill of data processing, the storage ability of computers is enhanced, and ultra-high-frequency data can be stored up. The fact...
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| Format: | Others |
| Language: | zh-TW |
| Online Access: | http://ndltd.ncl.edu.tw/handle/4rx57p |