On Estimation of Fractionally Integrated ARMA-GARCH Models

碩士 === 逢甲大學 === 統計與精算研究所 === 89 ===

Bibliographic Details
Main Authors: LIU MING TSUN, 劉銘村
Other Authors: Cathy W.S. Chen
Format: Others
Language:zh-TW
Published: 2001
Online Access:http://ndltd.ncl.edu.tw/handle/86711588598236782787