TESTS FOR STRUCTURAL CHANGE IN GARCH MODEL

TESTS FOR STRUCTURAL CHANGE IN GARCH MODEL

碩士 === 國立臺灣大學 === 經濟學研究所 === 82 ===

Bibliographic Details
Main Authors: Chang,Jow-Ran, 張焯然
Other Authors: Lin,Chien-Fu
Format: Others
Language:zh-TW
Published: 1994
Online Access:http://ndltd.ncl.edu.tw/handle/85922141083856957366
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spelling ndltd-TW-082NTU003890112016-07-18T04:09:32Z http://ndltd.ncl.edu.tw/handle/85922141083856957366 TESTS FOR STRUCTURAL CHANGE IN GARCH MODEL GARCH模型結構變化之測驗 Chang,Jow-Ran 張焯然 碩士 國立臺灣大學 經濟學研究所 82 Lin,Chien-Fu 林建甫 1994 學位論文 ; thesis 0 zh-TW
collection NDLTD
language zh-TW
format Others
sources NDLTD
description 碩士 === 國立臺灣大學 === 經濟學研究所 === 82 ===
author2 Lin,Chien-Fu
author_facet Lin,Chien-Fu
Chang,Jow-Ran
張焯然
author Chang,Jow-Ran
張焯然
spellingShingle Chang,Jow-Ran
張焯然
TESTS FOR STRUCTURAL CHANGE IN GARCH MODEL
author_sort Chang,Jow-Ran
title TESTS FOR STRUCTURAL CHANGE IN GARCH MODEL
title_short TESTS FOR STRUCTURAL CHANGE IN GARCH MODEL
title_full TESTS FOR STRUCTURAL CHANGE IN GARCH MODEL
title_fullStr TESTS FOR STRUCTURAL CHANGE IN GARCH MODEL
title_full_unstemmed TESTS FOR STRUCTURAL CHANGE IN GARCH MODEL
title_sort tests for structural change in garch model
publishDate 1994
url http://ndltd.ncl.edu.tw/handle/85922141083856957366
work_keys_str_mv AT changjowran testsforstructuralchangeingarchmodel
AT zhāngchāorán testsforstructuralchangeingarchmodel
AT changjowran garchmóxíngjiégòubiànhuàzhīcèyàn
AT zhāngchāorán garchmóxíngjiégòubiànhuàzhīcèyàn
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