Forecasting Stock Return Volatility: A Hilbert-Huang Transformation Approach
碩士 === 國立臺灣海洋大學 === 應用經濟研究所 === 98 === Forecasting the stock return volatility needs an appropriate approach and has been an important issue in finance. Traditional volatility models, based on the assumptions of linearity and stationarity, can only use the returns series calculated by the non-stat...
| Main Authors: | , |
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2010
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| Online Access: | http://ndltd.ncl.edu.tw/handle/69583906980567783470 |