Raw materials commodity price index fluctuation analysis- Application of GARCH Model &MS-GARCH Model
碩士 === 銘傳大學 === 財務金融學系碩士在職專班 === 98 === This research analyzes the feature of commodities future index price. There are four kind of data be adopted in this research. To compare the difference return ratios between MRS-GARCH model and GARCH model we found that all results performed in MRS-GARCH mode...
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2010
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| Online Access: | http://ndltd.ncl.edu.tw/handle/28828500268452509522 |