波動預測績效比較--變幅為基礎vs.報酬率為基礎

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Please use this identifier to cite or link to this item: https://irlib.pccu.edu.tw/handle/987654321/37801

Title:	波動預測績效比較--變幅為基礎vs.報酬率為基礎 Comparison of Volatility Forecasting Performance--Range-based Method vs. Return-based Method
Authors:	邱建良洪瑞成章育瑄
Contributors:	財金系
Keywords:	GARCH模型變幅變幅波動 GARCH models Range Range-based volatility SPA test
Date:	2011-10
Issue Date:	2017-08-24 14:11:56 (UTC+8)
Relation:	績效與策略研究 8:2 2011.10[民100.10] 頁31-48
Appears in Collections:	[Department of Banking & Finance ] periodical articles

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