Bayesian Inference to Exponential Smooth Transition Heteroskedastic Models
碩士 === 逢甲大學 === 統計與精算所 === 96 === Nonlinear models are dynamic systems for describing the data of time series. Exponential smooth transition functions on conditional mean and volatility are considered to exhibit mean and volatility asymmetries in this study. An exogenous variable is included in the...
| Main Authors: | , |
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| Format: | Others |
| Language: | en_US |
| Online Access: | http://ndltd.ncl.edu.tw/handle/47072675266967653470 |