On Bayesian model selection for GARCH and threshold GARCH models
碩士 === 逢甲大學 === 統計與精算所 === 90 === None...
| Main Authors: | , |
|---|---|
| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2002
|
| Online Access: | http://ndltd.ncl.edu.tw/handle/e784gd |