Title

波動預測績效比較-變幅為基礎 vs. 報酬率為基礎

Translated Titles

Comparison of Volatility Forecasting Performance - Range-based method vs. Return-based method

Authors

章育瑄

Key Words

GARCH模型 ; 變幅 ; 變幅波動 ; SPA test ; GARCH models ; Range ; Range-Based Volatility ; SPA test

PublicationName

淡江大學財務金融學系碩士班學位論文

Volume or Term/Year and Month of Publication

2010年

Academic Degree Category

碩士

Advisor

邱建良

Content Language

繁體中文

Chinese Abstract

本篇摘要未授權

English Abstract

This abstract would not be displayed due to no authorization.

Topic Category 商學院 > 財務金融學系碩士班
社會科學 > 財金及會計學
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