An Application of Autoregressive Conditional Heteroskedasticity (Arch) and Generalized Autoregressive Conditional Heteroskedasticity (GARCH) Modelling on Taiwan's Time-Series Data: Three Essays
In this dissertation, three essays are presented that apply recent advances in time-series methods to the analysis of inflation and stock market index data for Taiwan. Specifically, ARCH and GARCH methodologies are used to investigate claims of increased volatility in economic time-series data since...
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| Format: | Others |
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DigitalCommons@USU
1995
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| Online Access: | http://digitalcommons.usu.edu/etd/4040 http://digitalcommons.usu.edu/cgi/viewcontent.cgi?article=5061&context=etd |