The Research on the Estimation of Exchange Rate Risk by Using the Stochastic Volatility Model
碩士 === 雲林科技大學 === 財務金融系碩士班 === 97 === Taiwan economy depends heavily on international trade, and hence exchange rate fluctuations can affect economic developments. A series of financial turmoil has led foreign exchange market to take on am unprecedented level of fluctuations and left business expose...
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2009
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| Online Access: | http://ndltd.ncl.edu.tw/handle/19373113111382383878 |