Please use this identifier to cite or link to this item: http://hdl.handle.net/11455/79632
標題: 新臺幣兌美元匯率波動性預測及其與遠期匯率之關聯性:預測模型比較及納入成交量之探討
其他標題: Volatility Forecasting of USD/NTD Exchange Rate and Its Relationship with Forward Exchange Rate: Effects of Forecasting Performance and Trading Volume
作者: 劉祥熹
Liu, Hsiang-hsi
楊慈珍
Yang, Chr-jen
關鍵字: 563.24;Spot and forward exchange rates;波動性預測模式;Volatility forecasting model;Cointegration;GARCH effect;Forecasting performance;即期與遠期匯率;共整合;GARCH效果;預測績效
出版社: Department of Applied Economics
中興大學應用經濟學系
Project: 應用經濟論叢, Issue 85, Page(s) 117-153.
URI: http://hdl.handle.net/11455/79632
ISSN: 0546-9600
Appears in Collections:第85期
農業經濟研究所

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