Is Cox-Ingersoll-Ross Model a Good Predictor for Future U.S./Japan Exchange Rate Movement?

碩士 === 國立成功大學 === 會計學系 === 102 === The exchange rate is time series data that unstable, complex and difficult to predict. In tradition, the forecasting in time series data is to use statistical method. Generally speaking, autoregressive integrated moving-average (ARIMA) model for forecasting in line...

Full description

Bibliographic Details
Main Authors: Ya-FangLin, 林雅芳
Other Authors: Ze-Shi Wang
Format: Others
Language:en_US
Published: 2014
Online Access:http://ndltd.ncl.edu.tw/handle/37962157906064470786