The Forecast of Asian Currency Exchange Index and Exchange-Traded Funds: The Analysis of ARFIMA-FIAPARCH Models

碩士 === 中原大學 === 企業管理研究所 === 104 === The fluctuating exchange rate is violent through the influence at financial crises. This had been impelled the finacial environment during the 1997 Asia financial crisis. As Asia economies particularly hard hit by the crisis, the unstable exchange rate has been mu...

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Bibliographic Details
Main Authors: Hsiu-Chen Kao, 高秀貞
Other Authors: Jo-Hui Chen
Format: Others
Language:zh-TW
Published: 2016
Online Access:http://ndltd.ncl.edu.tw/handle/jc9vkr