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...
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| Format: | Others |
| Language: | en_US |
| Published: |
2014
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| Online Access: | http://ndltd.ncl.edu.tw/handle/37962157906064470786 |