The Construction of PSO based GARCH, EGARCH and GJR-GARCH Model for Forecasting Exchange Rate
碩士 === 國立高雄應用科技大學 === 國際企業系 === 100 === Forecasting exchange rates by using time series has been an important research topic recently. The accuracy and processing time of models have always been of great concern during model selection. This study uses traditional time series models GARCH, EGARCH and...
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| Format: | Others |
| Language: | zh-TW |
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| Online Access: | http://ndltd.ncl.edu.tw/handle/00501110289089904504 |