Fuzzy Time Series and Fuzzy GARCH Model for Forecasting the Stock Price of China Steel Corporation

碩士 === 萬能科技大學 === 經營管理研究所 === 98 === This study combines the fuzzy time series with the advantages of traditional time series to construct a Fuzzy Generalized Autoregressive Conditional Heteroskedasticity (Fuzzy-GARCH) model under the fuzzy interval domain. The actual closing price of China Stee...

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Bibliographic Details
Main Authors: Chia-Fu Lin, 林嘉富
Other Authors: Yan-Kuen Wu
Format: Others
Language:zh-TW
Published: 2010
Online Access:http://ndltd.ncl.edu.tw/handle/21792448787742130358