Detecting Long-range Power-law Correlations in Financial Time Series: A Case on Listed Companies of Taiwan Stock Market
碩士 === 大同大學 === 資訊工程學系(所) === 92 === In time series analysis, there have been many statistic models widely used; some models could estimate long memory. A new idea for analyzing time series is Detrended Fluctuation Analysis (DFA), which was originally developed for finding long-rage power-law correl...
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| Format: | Others |
| Language: | en_US |
| Published: |
2004
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| Online Access: | http://ndltd.ncl.edu.tw/handle/40244573439167981967 |