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

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spelling	ndltd-TW-089FCU003360032016-07-06T04:10:20Z http://ndltd.ncl.edu.tw/handle/86711588598236782787 On Estimation of Fractionally Integrated ARMA-GARCH Models 探討分數整合ARMA-GARCH模式之估計 LIU MING TSUN 劉銘村碩士逢甲大學統計與精算研究所 89 Cathy W.S. Chen 陳婉淑 2001 學位論文 ; thesis 82 zh-TW
collection	NDLTD
language	zh-TW
format	Others
sources	NDLTD
description	碩士 === 逢甲大學 === 統計與精算研究所 === 89 ===
author2	Cathy W.S. Chen
author_facet	Cathy W.S. Chen LIU MING TSUN 劉銘村
author	LIU MING TSUN 劉銘村
spellingShingle	LIU MING TSUN 劉銘村 On Estimation of Fractionally Integrated ARMA-GARCH Models
author_sort	LIU MING TSUN
title	On Estimation of Fractionally Integrated ARMA-GARCH Models
title_short	On Estimation of Fractionally Integrated ARMA-GARCH Models
title_full	On Estimation of Fractionally Integrated ARMA-GARCH Models
title_fullStr	On Estimation of Fractionally Integrated ARMA-GARCH Models
title_full_unstemmed	On Estimation of Fractionally Integrated ARMA-GARCH Models
title_sort	on estimation of fractionally integrated arma-garch models
publishDate	2001
url	http://ndltd.ncl.edu.tw/handle/86711588598236782787
work_keys_str_mv	AT liumingtsun onestimationoffractionallyintegratedarmagarchmodels AT liúmíngcūn onestimationoffractionallyintegratedarmagarchmodels AT liumingtsun tàntǎofēnshùzhěnghéarmagarchmóshìzhīgūjì AT liúmíngcūn tàntǎofēnshùzhěnghéarmagarchmóshìzhīgūjì
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On Estimation of Fractionally Integrated ARMA-GARCH Models

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