The Efficacy of Model-Free and Model-Based Volatility Forecasting: Empirical Evidence in Taiwan
博士 === 國立中山大學 === 財務管理學系研究所 === 97 === This dissertation consists of two chapters that examine the construction of financial market volatility indexes and their forecasting efficiency across predictive regression models. Each of the chapter is devoted to diferent volatility measures which are relate...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2009
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| Online Access: | http://ndltd.ncl.edu.tw/handle/4cp577 |