金融商品波動性預測能力之評價

Please use this identifier to cite or link to this item: http://140.128.103.80:8080/handle/310901/14742

Title:	金融商品波動性預測能力之評價
Other Titles:	Valuation of the Power to Predict for Volatility
Authors:	蘇榮斌；姜淑美；許能凱 Su, Jung-bin；Chiang, Shu-mei；Hsu, Neng-kai
Contributors:	東海大學管理學院
Keywords:	波動性預測；GARCH模型；限制最小平方估計模型；一般化限制最小平方估計模型 Volatility forecasting；GARCH model；Restricted least squares model；General restricted least squares model
Date:	2007-07-00
Issue Date:	2012-06-07T08:22:07Z (UTC)
Publisher:	台中市：東海大學
Relation:	東海管理評論第9卷第1期, p.39-64
Appears in Collections:	[College of Management] School publications(Tunghai Management Review)

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