The Optimal Forecasting Modeling in the VIX Index ofTXO：Application of the CARR Model
碩士 === 銘傳大學 === 財務金融學系碩士班 === 98 === The studies have mostly measured by the standard deviation of close prices in Previous. We use time series（like ARIMA、GARCH）to catch leptokurtic and fat tail of Reward of Financial assets. Parkinson (1980) forcefully argues and demonstrates the superiority of usi...
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2010
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| Online Access: | http://ndltd.ncl.edu.tw/handle/59343199790072186975 |