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Volatility Forecasting of USD/NTD Exchange Rate and Its Relationship with Forward Exchange Rate: Effects of Forecasting Performance and Trading Volume

By 劉祥熹, 楊慈珍, Hsiang-hsi Liu and Chr-jen Yang

Abstract

http://nchuae.nchu.edu.tw/tc/modules/wfdownloads/visit.php?cid=58&lid=38

Topics: 563.24, Spot and forward exchange rates, Volatility forecasting model, Cointegration, GARCH effect, Forecasting performance, 波動性預測模式, 即期與遠期匯率, 共整合, GARCH效果, 預測績效
Publisher: 中興大學應用經濟學系
Year: 2014
OAI identifier: oai:ir.lib.nchu.edu.tw:11455/79632
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