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高頻率股市報酬波動性之ANN-GARCH Model
高頻率股市報酬波動性之ANN-GARCH Model
2000
Meilian Lin
Mei-Lian Lin
Kelu Wang
Xiaotian Bao
Keh luh Wang
Hsiao-Tien Pao
Keywords:
Econometrics
Volatility (finance)
Autoregressive conditional heteroskedasticity
Artificial neural network
Ball-and-stick model
Financial economics
Single-index model
Economics
Conditional variance
Correction
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