On Estimation of Fractionally Integrated ARMA-GARCH Models
碩士 === 逢甲大學 === 統計與精算研究所 === 89 ===
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2001
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Online Access: | http://ndltd.ncl.edu.tw/handle/86711588598236782787 |
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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 |
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zh-TW |
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Others
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碩士 === 逢甲大學 === 統計與精算研究所 === 89 ===
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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 |
_version_ |
1718337858231599104 |