| COMPARISON OF LONG MEMORY AND ASYMMETRY CAPTURING PERFORMANCE FOR GARCH AND FIGARCH MODELS WITH NIG DISTRIBUTION FOR THAI EXCHANGE RATES | AURASIRI ARKARAWANATORN, PRAPATCHON JARIYAPAN, SONGSAK SRIBOONCHITTA, PAIRAT KANJANAKAROON | 管理科學與統計決策 | 7卷4期 | 2004/12/1 |