MODELING AND FORECASTING THE VOLATILITY OF VIETNAM STOCK MARKET PRICE USING GARCH MODELS

碩士 === 國立高雄應用科技大學 === 製造與管理外國學生碩士專班 === 103 === Volatility in financial markets has gained so much concern by practitioners, and researchers in the past 25 years. Especially, forecasting and modeling is an important issue of research in financial markets. This thesis is to apply Generalized Autogres...

Full description

Bibliographic Details
Main Authors: Le Thi Kim Ngoc, 黎氏金玉
Other Authors: Song Zan Chiou Wei
Format: Others
Language:en_US
Published: 2015
Online Access:http://ndltd.ncl.edu.tw/handle/8233yb